+22.3%
DOC vs BNS
+125.4%
-103.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -1.5% | +1.5% | -3.0% | -2.2% |
| 30D | -4.8% | +6.0% | -10.7% | -7.7% |
| 3M | +6.9% | +16.3% | -9.5% | -2.0% |
| 6M | +20.7% | +28.8% | -8.0% | +4.9% |
| YTD | +34.1% | +30.0% | +4.2% | +15.7% |
| 1Y | +22.6% | +50.7% | -28.1% | -3.2% |
| All | +22.3% | +125.4% | -103.1% | -29.5% |
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