+826.8%
DIA vs BNS
+1,485.2%
-658.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +2.1% | +0.9% | +1.2% | +1.7% |
| 30D | +1.5% | +2.8% | -1.3% | +0.1% |
| 3M | -2.4% | +3.0% | -5.4% | -4.1% |
| 6M | +6.0% | +23.3% | -17.3% | -4.8% |
| YTD | +10.1% | +29.3% | -19.3% | -3.6% |
| 1Y | +11.8% | +41.7% | -29.9% | -6.4% |
| 3Y | +59.7% | +147.7% | -88.0% | +0.5% |
| 5Y | +57.9% | +79.4% | -21.5% | +15.2% |
| 10Y | +236.2% | +188.5% | +47.7% | +90.3% |
| All | +826.8% | +1,485.2% | -658.5% | +115.8% |
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