-99.9%
DFNS vs BNS
+127.2%
-227.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.8% |
| 7D | +4.6% | -1.3% | +5.9% | +4.2% |
| 30D | -73.9% | +4.0% | -77.9% | -73.8% |
| 3M | -71.7% | +13.8% | -85.5% | -70.2% |
| 6M | -94.6% | +32.7% | -127.3% | -93.7% |
| YTD | -98.1% | +27.6% | -125.7% | -97.8% |
| 1Y | -98.3% | +47.4% | -145.7% | -97.8% |
| All | -99.9% | +127.2% | -227.1% | -99.8% |
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 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