-100.0%
DFNS vs BNS
+149.7%
-249.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.0% | +0.9% | -6.9% | -5.8% |
| 30D | -71.2% | +2.8% | -74.0% | -70.9% |
| 3M | -94.5% | +3.0% | -97.5% | -94.5% |
| 6M | -96.5% | +23.3% | -119.8% | -96.1% |
| YTD | -99.6% | +29.3% | -129.0% | -99.6% |
| 1Y | -99.7% | +41.7% | -141.4% | -99.6% |
| 3Y | -100.0% | +147.7% | -247.7% | -100.0% |
| All | -100.0% | +149.7% | -249.6% | -100.0% |
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