+111.9%
DOCN vs BNS
+98.9%
+13.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.9% |
| 7D | +27.4% | +1.0% | +26.4% | +26.5% |
| 30D | -29.7% | +2.7% | -32.5% | -30.9% |
| 3M | -32.5% | +3.5% | -36.0% | -34.1% |
| 6M | -42.2% | +22.1% | -64.2% | -50.9% |
| YTD | +87.2% | +29.5% | +57.7% | +49.2% |
| 1Y | +86.2% | +40.7% | +45.5% | +37.7% |
| 3Y | +257.4% | +148.6% | +108.8% | +55.9% |
| 5Y | -27.4% | +79.6% | -107.0% | -55.6% |
| All | +111.9% | +98.9% | +13.0% | +27.7% |
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