-73.2%
DOCS vs BNS
+94.5%
-167.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.4% | +1.5% | -3.0% | -2.2% |
| 30D | +21.8% | +6.0% | +15.9% | +17.6% |
| 3M | +27.3% | +16.3% | +10.9% | +16.1% |
| 6M | -0.3% | +28.8% | -29.1% | -14.8% |
| YTD | -40.5% | +30.0% | -70.5% | -49.7% |
| 1Y | -61.5% | +50.7% | -112.2% | -70.7% |
| 3Y | +8.2% | +125.4% | -117.2% | -39.0% |
| All | -73.2% | +94.5% | -167.7% | -82.1% |
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 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