+316.6%
DOC vs BNS
+1,551.9%
-1,235.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +1.1% |
| 7D | +8.7% | +2.0% | +6.7% | +7.3% |
| 30D | +7.6% | +7.8% | -0.1% | +2.3% |
| 3M | -5.3% | +11.7% | -16.9% | -12.5% |
| 6M | +27.6% | +28.2% | -0.6% | +7.3% |
| YTD | +32.4% | +34.8% | -2.4% | +7.1% |
| 1Y | +22.9% | +51.1% | -28.2% | -8.2% |
| 3Y | +43.1% | +155.4% | -112.3% | -26.1% |
| 5Y | -21.4% | +86.6% | -108.0% | -50.5% |
| 10Y | +16.8% | +198.1% | -181.3% | -48.5% |
| All | +316.6% | +1,551.9% | -1,235.3% | -22.7% |
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