+26.1%
DECK vs BNS
+94.5%
-68.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.2% |
| 7D | -2.2% | +1.5% | -3.8% | -3.1% |
| 30D | -13.6% | +6.0% | -19.5% | -16.6% |
| 3M | -21.2% | +16.3% | -37.6% | -28.1% |
| 6M | -21.1% | +28.8% | -49.8% | -31.9% |
| YTD | -17.2% | +30.0% | -47.2% | -29.2% |
| 1Y | -30.7% | +50.7% | -81.5% | -45.6% |
| 3Y | -3.4% | +125.4% | -128.7% | -40.0% |
| All | +26.1% | +94.5% | -68.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling