+87.1%
DOCN vs BNS
+98.8%
-11.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +2.2% |
| 7D | -12.1% | -1.1% | -11.0% | -10.9% |
| 30D | -41.0% | +4.7% | -45.7% | -42.9% |
| 3M | -38.7% | +5.5% | -44.2% | -41.1% |
| 6M | -51.5% | +21.7% | -73.2% | -58.7% |
| YTD | +65.3% | +29.5% | +35.8% | +31.7% |
| 1Y | +53.9% | +41.9% | +12.0% | +12.9% |
| 3Y | +215.6% | +148.5% | +67.1% | +37.7% |
| 5Y | -26.2% | +80.3% | -106.4% | -54.9% |
| All | +87.1% | +98.8% | -11.7% | +12.7% |
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