+55.2%
DLR vs BNS
+129.0%
-73.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -1.3% | -2.2% | +0.9% | -0.3% |
| 30D | -2.9% | +4.5% | -7.3% | -4.9% |
| 3M | +3.2% | +14.9% | -11.7% | -3.6% |
| 6M | +3.9% | +32.5% | -28.6% | -9.3% |
| YTD | +21.4% | +28.6% | -7.2% | +7.1% |
| 1Y | +9.7% | +48.4% | -38.7% | -9.9% |
| All | +55.2% | +129.0% | -73.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling