+741.1%
DECK vs BNS
+181.0%
+560.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.2% |
| 7D | -2.2% | +1.5% | -3.8% | -3.2% |
| 30D | -13.6% | +6.0% | -19.5% | -16.9% |
| 3M | -21.2% | +16.3% | -37.6% | -28.6% |
| 6M | -21.1% | +28.8% | -49.8% | -32.5% |
| YTD | -17.2% | +30.0% | -47.2% | -29.9% |
| 1Y | -30.7% | +50.7% | -81.5% | -46.4% |
| 3Y | -3.4% | +125.4% | -128.7% | -42.2% |
| 5Y | +25.5% | +94.2% | -68.7% | -17.8% |
| All | +741.1% | +181.0% | +560.2% | +346.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling