+843.8%
DIA vs BNS
+1,492.9%
-649.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | -0.2% | +1.5% | -1.7% | -0.9% |
| 30D | -1.5% | +6.0% | -7.5% | -4.5% |
| 3M | +3.8% | +16.3% | -12.6% | -4.0% |
| 6M | +10.3% | +28.8% | -18.5% | -3.0% |
| YTD | +12.1% | +30.0% | -17.9% | -2.0% |
| 1Y | +18.6% | +50.7% | -32.1% | -3.6% |
| 3Y | +60.6% | +125.4% | -64.8% | +5.8% |
| 5Y | +64.4% | +94.2% | -29.8% | +15.3% |
| 10Y | +250.1% | +182.8% | +67.3% | +99.9% |
| All | +843.8% | +1,492.9% | -649.2% | +119.3% |
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