+539.1%
DG vs BNS
+336.5%
+202.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +1.8% | +4.0% | -2.3% | +0.7% |
| 3M | +14.5% | +13.8% | +0.7% | +10.9% |
| 6M | -13.6% | +32.7% | -46.2% | -19.3% |
| YTD | -4.8% | +27.6% | -32.4% | -10.5% |
| 1Y | +21.6% | +47.4% | -25.8% | +10.6% |
| 3Y | +4.5% | +129.0% | -124.5% | -14.9% |
| 5Y | -38.5% | +92.7% | -131.2% | -48.1% |
| 10Y | +102.2% | +182.1% | -79.9% | +53.1% |
| All | +539.1% | +336.5% | +202.6% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling