+13.7%
DOC vs BNS
+179.9%
-166.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +2.8% |
| 7D | +6.2% | -3.8% | +10.0% | +8.7% |
| 30D | +6.5% | +1.7% | +4.7% | +5.1% |
| 3M | -6.2% | +4.6% | -10.8% | -9.4% |
| 6M | +25.6% | +21.9% | +3.7% | +9.7% |
| YTD | +32.1% | +28.3% | +3.8% | +11.1% |
| 1Y | +20.3% | +44.3% | -24.0% | -6.5% |
| 3Y | +42.7% | +143.1% | -100.3% | -22.7% |
| 5Y | -22.2% | +77.5% | -99.6% | -48.7% |
| All | +13.7% | +179.9% | -166.2% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling