+4,782.6%
DELL vs BNS
+191.9%
+4,590.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.8% |
| 7D | +8.7% | -1.3% | +10.0% | +9.7% |
| 30D | +16.9% | +4.0% | +12.9% | +14.4% |
| 3M | +40.4% | +13.8% | +26.6% | +29.8% |
| 6M | +267.1% | +32.7% | +234.4% | +206.8% |
| YTD | +329.1% | +27.6% | +301.5% | +267.1% |
| 1Y | +346.9% | +47.4% | +299.5% | +248.3% |
| 3Y | +696.6% | +129.0% | +567.7% | +361.1% |
| 5Y | +1,106.2% | +92.7% | +1,013.5% | +681.0% |
| 10Y | +4,177.7% | +182.1% | +3,995.7% | +2,100.4% |
| All | +4,782.6% | +191.9% | +4,590.7% | +2,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling