+605.4%
DUK vs BNS
+1,486.6%
-881.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -2.4% | +3.5% | -5.9% | -3.6% |
| 3M | -3.0% | +14.1% | -17.1% | -7.2% |
| 6M | -6.6% | +33.8% | -40.3% | -15.1% |
| YTD | +4.6% | +29.5% | -24.9% | -4.2% |
| 1Y | +1.2% | +48.4% | -47.2% | -11.3% |
| 3Y | +45.7% | +129.6% | -83.9% | +10.0% |
| 5Y | +40.3% | +96.1% | -55.8% | +10.2% |
| 10Y | +129.9% | +186.2% | -56.3% | +54.9% |
| All | +605.4% | +1,486.6% | -881.3% | +75.2% |
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