+24.3%
DECK vs BNS
+77.0%
-52.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | +1.1% |
| 7D | +6.0% | -3.8% | +9.8% | +8.3% |
| 30D | +7.4% | +1.7% | +5.7% | +6.4% |
| 3M | -11.7% | +4.6% | -16.2% | -14.2% |
| 6M | -11.0% | +21.9% | -32.8% | -21.1% |
| YTD | -15.4% | +28.3% | -43.6% | -27.3% |
| 1Y | +7.2% | +44.3% | -37.1% | -14.0% |
| 3Y | -11.8% | +143.1% | -154.9% | -48.6% |
| 5Y | +24.3% | +77.5% | -53.2% | -4.3% |
| All | +24.3% | +77.0% | -52.7% | -4.3% |
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