+98.2%
DG vs BNS
+188.9%
-90.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +4.2% | +3.5% | +0.7% | +3.3% |
| 3M | +9.5% | +14.1% | -4.6% | +6.2% |
| 6M | -13.1% | +33.8% | -46.9% | -18.8% |
| YTD | -4.8% | +29.5% | -34.3% | -10.5% |
| 1Y | +20.6% | +48.4% | -27.8% | +10.1% |
| 3Y | +4.9% | +129.6% | -124.7% | -13.8% |
| 5Y | -37.9% | +96.1% | -133.9% | -47.4% |
| All | +98.2% | +188.9% | -90.7% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling