+110.9%
DT vs BNS
+150.9%
-40.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | -4.9% | +1.8% | -6.7% | -5.8% |
| 30D | +2.7% | +4.5% | -1.8% | 0.0% |
| 3M | +20.0% | +15.8% | +4.2% | +10.4% |
| 6M | +28.0% | +31.5% | -3.5% | +9.5% |
| YTD | +16.0% | +28.6% | -12.6% | +0.1% |
| 1Y | +0.7% | +48.2% | -47.5% | -19.9% |
| 3Y | +6.2% | +130.8% | -124.6% | -35.7% |
| 5Y | -28.1% | +94.9% | -123.0% | -52.0% |
| All | +110.9% | +150.9% | -40.1% | +17.8% |
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