-5.7%
DT vs BNS
+52.0%
-57.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.0% |
| 7D | -25.5% | +2.0% | -27.5% | -25.7% |
| 30D | -22.3% | +7.8% | -30.1% | -23.0% |
| 3M | +2.3% | +11.7% | -9.3% | +0.8% |
| 6M | +20.7% | +28.2% | -7.5% | +18.0% |
| YTD | +7.9% | +34.8% | -26.8% | +5.3% |
| 1Y | -5.7% | +51.1% | -56.8% | -15.3% |
| All | -5.7% | +52.0% | -57.7% | -15.3% |
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 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