-23.7%
DOCN vs BNS
+81.8%
-105.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +8.9% |
| 7D | +3.7% | -3.2% | +7.0% | +7.6% |
| 30D | -33.7% | +5.1% | -38.8% | -36.1% |
| 3M | -27.9% | +6.0% | -33.8% | -31.2% |
| 6M | -46.4% | +23.4% | -69.8% | -55.5% |
| YTD | +81.1% | +30.4% | +50.7% | +40.9% |
| 1Y | +74.3% | +44.0% | +30.3% | +23.0% |
| 3Y | +245.8% | +150.3% | +95.5% | +38.7% |
| 5Y | -23.7% | +83.0% | -106.8% | -55.5% |
| All | -23.7% | +81.8% | -105.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling