+43.2%
DD vs BNS
+127.2%
-84.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -3.8% | -1.3% | -2.5% | -3.1% |
| 30D | -9.2% | +4.0% | -13.2% | -11.4% |
| 3M | -9.0% | +13.8% | -22.8% | -15.8% |
| 6M | -5.0% | +32.7% | -37.6% | -19.6% |
| YTD | +7.4% | +27.6% | -20.2% | -7.4% |
| 1Y | +35.1% | +47.4% | -12.3% | +7.0% |
| All | +43.2% | +127.2% | -84.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling