+868.4%
DTE vs BNS
+1,463.9%
-595.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.5% |
| 30D | -0.5% | +4.0% | -4.5% | -2.2% |
| 3M | -6.0% | +13.8% | -19.8% | -10.9% |
| 6M | -7.2% | +32.7% | -39.9% | -17.1% |
| YTD | +7.2% | +27.6% | -20.4% | -3.0% |
| 1Y | +4.1% | +47.4% | -43.3% | -11.0% |
| 3Y | +46.9% | +129.0% | -82.1% | +5.0% |
| 5Y | +32.9% | +92.7% | -59.8% | +0.2% |
| 10Y | +144.5% | +182.1% | -37.6% | +55.8% |
| All | +868.4% | +1,463.9% | -595.5% | +177.3% |
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