-98.3%
DFNS vs BNS
+49.3%
-147.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.7% |
| 7D | -6.3% | -0.4% | -6.0% | -5.7% |
| 30D | -74.0% | +3.5% | -77.4% | -75.2% |
| 3M | -70.1% | +14.1% | -84.2% | -75.4% |
| 6M | -93.9% | +33.8% | -127.7% | -96.1% |
| YTD | -98.1% | +29.5% | -127.6% | -98.7% |
| 1Y | -98.3% | +48.4% | -146.7% | -99.2% |
| All | -98.3% | +49.3% | -147.6% | -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