+4,404.4%
DELL vs BNS
+188.9%
+4,215.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.6% |
| 7D | +8.2% | -0.4% | +8.6% | +8.5% |
| 30D | +17.1% | +3.5% | +13.6% | +14.8% |
| 3M | +45.2% | +14.1% | +31.1% | +33.9% |
| 6M | +286.8% | +33.8% | +253.0% | +221.5% |
| YTD | +354.8% | +29.5% | +325.3% | +285.3% |
| 1Y | +358.3% | +48.4% | +309.9% | +255.4% |
| 3Y | +724.9% | +129.6% | +595.3% | +376.1% |
| 5Y | +1,193.7% | +96.1% | +1,097.6% | +727.6% |
| All | +4,404.4% | +188.9% | +4,215.5% | +2,162.0% |
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