+115.2%
DOCN vs BNS
+30.4%
+84.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.3% |
| 7D | +1.1% | +1.5% | -0.4% | +0.5% |
| 30D | -9.6% | +6.0% | -15.6% | -11.3% |
| 3M | -37.7% | +16.3% | -54.0% | -38.6% |
| 6M | +115.2% | +28.8% | +86.5% | +112.9% |
| All | +115.2% | +30.4% | +84.8% | +112.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling