-4.4%
DOC vs BNS
+181.0%
-185.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -1.5% | +1.5% | -3.0% | -2.5% |
| 30D | -4.8% | +6.0% | -10.7% | -8.5% |
| 3M | +6.9% | +16.3% | -9.5% | -3.7% |
| 6M | +20.7% | +28.8% | -8.0% | +1.8% |
| YTD | +34.1% | +30.0% | +4.2% | +12.2% |
| 1Y | +22.6% | +50.7% | -28.1% | -7.2% |
| 3Y | +20.8% | +125.4% | -104.6% | -31.0% |
| 5Y | -24.9% | +94.2% | -119.1% | -53.5% |
| All | -4.4% | +181.0% | -185.4% | -57.7% |
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