+59.7%
DIA vs BNS
+149.7%
-89.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | +1.5% | +2.8% | -1.3% | +0.6% |
| 3M | -2.4% | +3.0% | -5.4% | -3.5% |
| 6M | +6.0% | +23.3% | -17.3% | -2.3% |
| YTD | +10.1% | +29.3% | -19.3% | -0.6% |
| 1Y | +11.8% | +41.7% | -29.9% | -2.5% |
| 3Y | +59.7% | +147.7% | -88.0% | +15.0% |
| All | +59.7% | +149.7% | -89.9% | +15.0% |
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