+1.3%
DRI vs BNS
+48.3%
-47.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -4.8% | -2.2% | -2.6% | -4.5% |
| 30D | -5.2% | +4.5% | -9.7% | -5.6% |
| 3M | +2.7% | +14.9% | -12.2% | +0.2% |
| 6M | +3.6% | +32.5% | -28.9% | -1.7% |
| YTD | +15.4% | +28.6% | -13.2% | +9.4% |
| 1Y | +1.3% | +48.4% | -47.1% | -9.9% |
| All | +1.3% | +48.3% | -47.1% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling