+8.3%
DIS vs BNS
+52.0%
-43.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.4% |
| 7D | +9.1% | +2.0% | +7.1% | +8.5% |
| 30D | +14.8% | +7.8% | +7.0% | +12.6% |
| 3M | +21.2% | +11.7% | +9.5% | +17.5% |
| 6M | +18.3% | +28.2% | -9.9% | +8.3% |
| YTD | +5.4% | +34.8% | -29.4% | -5.4% |
| 1Y | +8.3% | +51.1% | -42.8% | -7.1% |
| All | +8.3% | +52.0% | -43.7% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling