+70.5%
DOCN vs BNS
+96.8%
-26.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -19.2% | -2.2% | -16.9% | -17.3% |
| 30D | -43.1% | +5.1% | -48.2% | -45.0% |
| 3M | -40.7% | +4.7% | -45.4% | -42.7% |
| 6M | -55.0% | +19.0% | -74.0% | -61.0% |
| YTD | +50.6% | +28.2% | +22.5% | +21.0% |
| 1Y | +54.0% | +43.4% | +10.6% | +11.8% |
| 3Y | +203.9% | +143.1% | +60.8% | +35.0% |
| 5Y | -29.4% | +77.3% | -106.7% | -56.5% |
| All | +70.5% | +96.8% | -26.3% | +3.6% |
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