+42.6%
DTE vs BNS
+130.5%
-87.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | -4.4% | +3.5% | -7.9% | -5.3% |
| 3M | -8.3% | +14.1% | -22.4% | -11.9% |
| 6M | -8.1% | +33.8% | -41.9% | -15.8% |
| YTD | +4.4% | +29.5% | -25.0% | -3.7% |
| 1Y | +0.2% | +48.4% | -48.2% | -12.0% |
| 3Y | +42.6% | +129.6% | -87.0% | +5.0% |
| All | +42.6% | +130.5% | -87.9% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling