-38.7%
DG vs BNS
+92.5%
-131.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -6.3% | -2.2% | -4.1% | -5.8% |
| 30D | +2.4% | +4.5% | -2.0% | +1.3% |
| 3M | +12.4% | +14.9% | -2.5% | +8.5% |
| 6M | -14.9% | +32.5% | -47.4% | -20.8% |
| YTD | -6.1% | +28.6% | -34.7% | -12.1% |
| 1Y | +17.9% | +48.4% | -30.5% | +6.4% |
| 3Y | +3.1% | +130.8% | -127.7% | -17.8% |
| 5Y | -38.7% | +94.8% | -133.5% | -46.1% |
| All | -38.7% | +92.5% | -131.2% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling