+724.9%
DELL vs BNS
+130.5%
+594.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.2% |
| 3M | +45.2% | +14.1% | +31.1% | +36.3% |
| 6M | +286.8% | +33.8% | +253.0% | +235.0% |
| YTD | +354.8% | +29.5% | +325.3% | +299.8% |
| 1Y | +358.3% | +48.4% | +309.9% | +276.5% |
| 3Y | +724.9% | +129.6% | +595.3% | +458.1% |
| All | +724.9% | +130.5% | +594.4% | +458.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling