-10.4%
DOW vs BNS
+149.2%
-159.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +1.2% |
| 7D | -2.9% | +1.8% | -4.7% | -4.3% |
| 30D | +2.0% | +4.5% | -2.5% | -2.2% |
| 3M | -12.5% | +15.8% | -28.3% | -23.3% |
| 6M | -9.2% | +31.5% | -40.7% | -29.3% |
| YTD | +30.8% | +28.6% | +2.2% | +3.1% |
| 1Y | +29.4% | +48.2% | -18.8% | -9.9% |
| 3Y | -34.6% | +130.8% | -165.4% | -69.7% |
| 5Y | -35.9% | +94.9% | -130.8% | -66.2% |
| All | -10.4% | +149.2% | -159.7% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling