-38.0%
DOCS vs BNS
+88.9%
-126.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | +7.8% | +5.5% | +2.2% | +4.8% |
| 3M | +20.0% | +6.0% | +14.0% | +15.6% |
| 6M | +26.5% | +22.6% | +3.9% | +11.1% |
| YTD | -25.8% | +30.5% | -56.2% | -37.7% |
| 1Y | -39.5% | +44.1% | -83.6% | -52.8% |
| 3Y | +60.3% | +150.8% | -90.4% | -18.2% |
| 5Y | -57.0% | +80.7% | -137.7% | -70.5% |
| All | -38.0% | +88.9% | -126.9% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling