+362.5%
DD vs BNS
+1,476.3%
-1,113.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | -0.6% | +1.8% | -2.4% | -2.0% |
| 30D | -7.4% | +4.5% | -11.9% | -10.8% |
| 3M | -6.4% | +15.8% | -22.2% | -16.5% |
| 6M | -2.5% | +31.5% | -34.0% | -20.8% |
| YTD | +10.2% | +28.6% | -18.4% | -9.2% |
| 1Y | +36.9% | +48.2% | -11.3% | +1.5% |
| 3Y | +47.0% | +130.8% | -83.8% | -22.6% |
| 5Y | +63.1% | +94.9% | -31.7% | -2.7% |
| 10Y | +68.2% | +179.6% | -111.4% | -23.4% |
| All | +362.5% | +1,476.3% | -1,113.8% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling