-29.5%
DIS vs BNS
+79.0%
-108.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.5% |
| 7D | +4.4% | -1.1% | +5.5% | +5.0% |
| 30D | +10.3% | +4.7% | +5.6% | +7.5% |
| 3M | +15.5% | +5.5% | +10.0% | +11.6% |
| 6M | +11.2% | +21.7% | -10.5% | -1.7% |
| YTD | +5.6% | +29.5% | -23.9% | -10.3% |
| 1Y | +7.7% | +41.9% | -34.2% | -13.6% |
| 3Y | +39.3% | +148.5% | -109.2% | -24.0% |
| 5Y | -29.5% | +80.3% | -109.8% | -52.0% |
| All | -29.5% | +79.0% | -108.5% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling