-61.5%
DOCS vs BNS
+52.2%
-113.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -3.0% |
| 7D | -1.4% | +1.5% | -3.0% | -1.1% |
| 30D | +21.8% | +6.0% | +15.9% | +23.3% |
| 3M | +27.3% | +16.3% | +10.9% | +31.5% |
| 6M | -0.3% | +28.8% | -29.1% | +4.5% |
| YTD | -40.5% | +30.0% | -70.5% | -36.2% |
| 1Y | -61.5% | +50.7% | -112.2% | -57.9% |
| All | -61.5% | +52.2% | -113.7% | -57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling