-98.3%
DFNS vs BNS
+50.5%
-148.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +2.6% |
| 7D | -16.0% | +1.5% | -17.5% | -18.3% |
| 30D | -77.7% | +6.0% | -83.6% | -79.6% |
| 3M | -77.2% | +16.3% | -93.5% | -81.8% |
| 6M | -95.2% | +27.3% | -122.5% | -96.6% |
| YTD | -98.0% | +28.5% | -126.5% | -98.6% |
| 1Y | -98.3% | +49.0% | -147.3% | -99.2% |
| All | -98.3% | +50.5% | -148.7% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling