-69.4%
DOCU vs BNS
+78.5%
-147.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.1% | +0.9% | +3.1% | +3.4% |
| 30D | +7.4% | +2.8% | +4.6% | +5.2% |
| 3M | +26.0% | +3.0% | +23.0% | +22.2% |
| 6M | +79.2% | +23.3% | +55.9% | +50.2% |
| YTD | +18.1% | +29.3% | -11.3% | -5.9% |
| 1Y | +20.5% | +41.7% | -21.2% | -11.4% |
| 3Y | +96.4% | +147.7% | -51.3% | -17.2% |
| All | -69.4% | +78.5% | -147.9% | -81.3% |
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