+624.0%
DIS vs BNS
+1,498.6%
-874.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | -0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +2.4% |
| 30D | +10.3% | +5.1% | +5.2% | +7.1% |
| 3M | +15.6% | +6.0% | +9.6% | +11.2% |
| 6M | +15.1% | +23.4% | -8.2% | +1.0% |
| YTD | +6.0% | +30.4% | -24.5% | -10.2% |
| 1Y | +5.7% | +44.0% | -38.3% | -15.6% |
| 3Y | +39.8% | +150.3% | -110.5% | -20.3% |
| 5Y | -23.9% | +83.0% | -106.9% | -48.1% |
| 10Y | +32.9% | +190.9% | -158.0% | -32.3% |
| All | +624.0% | +1,498.6% | -874.6% | +0.4% |
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