+114.1%
DT vs BNS
+152.6%
-38.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | +3.0% | +3.5% | -0.4% | +0.9% |
| 3M | +26.5% | +14.1% | +12.4% | +17.4% |
| 6M | +35.9% | +33.8% | +2.2% | +15.2% |
| YTD | +17.8% | +29.5% | -11.6% | +1.3% |
| 1Y | +4.1% | +48.4% | -44.4% | -17.3% |
| 3Y | +5.3% | +129.6% | -124.3% | -36.0% |
| 5Y | -27.2% | +96.1% | -123.2% | -51.5% |
| All | +114.1% | +152.6% | -38.4% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling