+14.8%
DOV vs BNS
+92.5%
-77.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -1.9% | -2.2% | +0.3% | -0.6% |
| 30D | -9.9% | +4.5% | -14.4% | -12.6% |
| 3M | -12.1% | +14.9% | -27.0% | -19.8% |
| 6M | -10.4% | +32.5% | -42.9% | -25.4% |
| YTD | -3.3% | +28.6% | -31.9% | -18.1% |
| 1Y | +7.8% | +48.4% | -40.6% | -16.8% |
| 3Y | +36.3% | +130.8% | -94.5% | -22.4% |
| 5Y | +14.8% | +94.8% | -80.0% | -25.3% |
| All | +14.8% | +92.5% | -77.7% | -25.3% |
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