-26.7%
DT vs BNS
+92.5%
-119.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -2.5% | -2.2% | -0.3% | -1.4% |
| 30D | +3.5% | +4.5% | -0.9% | +1.0% |
| 3M | +26.7% | +14.9% | +11.8% | +17.4% |
| 6M | +36.1% | +32.5% | +3.7% | +16.4% |
| YTD | +18.6% | +28.6% | -10.0% | +2.7% |
| 1Y | +7.9% | +48.4% | -40.5% | -14.3% |
| 3Y | +8.6% | +130.8% | -122.2% | -35.7% |
| 5Y | -26.7% | +94.8% | -121.5% | -49.0% |
| All | -26.7% | +92.5% | -119.2% | -49.0% |
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