+537.2%
DIS vs BNS
+1,492.9%
-955.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | -2.6% | +1.5% | -4.1% | -3.5% |
| 30D | +3.5% | +6.0% | -2.5% | -0.3% |
| 3M | +6.8% | +16.3% | -9.5% | -2.7% |
| 6M | +3.0% | +28.8% | -25.8% | -11.7% |
| YTD | -6.7% | +30.0% | -36.7% | -20.7% |
| 1Y | -10.1% | +50.7% | -60.8% | -30.0% |
| 3Y | +33.0% | +125.4% | -92.3% | -19.3% |
| 5Y | -40.0% | +94.2% | -134.2% | -60.4% |
| 10Y | +21.1% | +182.8% | -161.8% | -37.3% |
| All | +537.2% | +1,492.9% | -955.7% | -11.3% |
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