+164.6%
DOCN vs BNS
+99.6%
+65.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.8% |
| 7D | +1.1% | +1.5% | -0.4% | -0.2% |
| 30D | -9.6% | +6.0% | -15.6% | -13.9% |
| 3M | -37.7% | +16.3% | -54.0% | -45.1% |
| 6M | +115.2% | +28.8% | +86.5% | +72.6% |
| YTD | +133.7% | +30.0% | +103.8% | +84.8% |
| 1Y | +250.2% | +50.7% | +199.5% | +142.1% |
| 3Y | +320.3% | +125.4% | +194.9% | +98.9% |
| 5Y | +53.1% | +94.2% | -41.1% | -9.1% |
| All | +164.6% | +99.6% | +65.0% | +58.1% |
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