+322.1%
DOC vs BNS
+1,492.9%
-1,170.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | -1.5% | +1.5% | -3.0% | -2.5% |
| 30D | -4.8% | +6.0% | -10.7% | -8.7% |
| 3M | +6.9% | +16.3% | -9.5% | -4.2% |
| 6M | +20.7% | +28.8% | -8.0% | +1.1% |
| YTD | +34.1% | +30.0% | +4.2% | +11.3% |
| 1Y | +22.6% | +50.7% | -28.1% | -8.2% |
| 3Y | +20.8% | +125.4% | -104.6% | -32.0% |
| 5Y | -24.9% | +94.2% | -119.1% | -54.0% |
| 10Y | -1.8% | +182.8% | -184.7% | -55.1% |
| All | +322.1% | +1,492.9% | -1,170.8% | -19.7% |
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 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