+3.1%
DTE vs BNS
+50.5%
-47.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.6% |
| 7D | +0.2% | +1.5% | -1.4% | +0.1% |
| 30D | -2.6% | +6.0% | -8.5% | -2.9% |
| 3M | -3.9% | +16.3% | -20.2% | -5.0% |
| 6M | -7.9% | +27.3% | -35.2% | -9.5% |
| YTD | +7.2% | +28.5% | -21.3% | +4.8% |
| 1Y | +3.1% | +49.0% | -45.9% | +2.0% |
| All | +3.1% | +50.5% | -47.4% | +2.0% |
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 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