+44.6%
DLR vs BNS
+94.7%
-50.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -4.3% | +3.5% | -7.8% | -6.1% |
| 3M | +3.8% | +14.1% | -10.2% | -3.5% |
| 6M | +5.8% | +33.8% | -27.9% | -9.7% |
| YTD | +23.5% | +29.5% | -5.9% | +6.9% |
| 1Y | +11.1% | +48.4% | -37.3% | -10.9% |
| 3Y | +57.9% | +129.6% | -71.7% | -2.1% |
| All | +44.6% | +94.7% | -50.1% | +4.1% |
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 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