+3,595.7%
DLR vs BNS
+662.5%
+2,933.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +1.6% | +1.5% | 0.0% | +0.7% |
| 30D | -3.4% | +6.0% | -9.3% | -6.5% |
| 3M | +0.5% | +16.3% | -15.8% | -7.9% |
| 6M | +4.6% | +28.8% | -24.2% | -9.5% |
| YTD | +23.4% | +30.0% | -6.6% | +6.0% |
| 1Y | +19.0% | +50.7% | -31.7% | -5.9% |
| 3Y | +56.5% | +125.4% | -68.9% | -2.3% |
| 5Y | +33.3% | +94.2% | -60.9% | -10.6% |
| 10Y | +165.1% | +182.8% | -17.7% | +33.6% |
| All | +3,595.7% | +662.5% | +2,933.2% | +943.4% |
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