-55.0%
DOCS vs BNS
+79.0%
-134.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -0.6% | -1.1% | +0.5% | +0.1% |
| 30D | +6.3% | +4.7% | +1.6% | +3.9% |
| 3M | +26.5% | +5.5% | +21.0% | +22.4% |
| 6M | +24.8% | +21.7% | +3.1% | +10.6% |
| YTD | -26.8% | +29.5% | -56.2% | -37.9% |
| 1Y | -38.3% | +41.9% | -80.2% | -50.9% |
| 3Y | +36.0% | +148.5% | -112.5% | -28.6% |
| 5Y | -55.0% | +80.3% | -135.2% | -67.8% |
| All | -55.0% | +79.0% | -134.0% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling