-48.1%
DOCS vs BNS
+44.1%
-92.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | +17.4% | +5.1% | +12.3% | +18.9% |
| 3M | +57.4% | +4.7% | +52.6% | +59.8% |
| 6M | +26.5% | +19.0% | +7.5% | +33.2% |
| YTD | -26.6% | +28.2% | -54.7% | -19.9% |
| 1Y | -48.1% | +43.4% | -91.4% | -37.5% |
| All | -48.1% | +44.1% | -92.2% | -37.5% |
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