+118.6%
DVN vs BNS
+94.7%
+24.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.1% |
| 7D | +4.5% | -0.4% | +4.9% | +4.7% |
| 30D | +12.0% | +3.5% | +8.5% | +9.6% |
| 3M | +13.4% | +14.1% | -0.7% | +4.4% |
| 6M | +12.1% | +33.8% | -21.7% | -7.6% |
| YTD | +38.8% | +29.5% | +9.4% | +16.6% |
| 1Y | +46.0% | +48.4% | -2.4% | +10.7% |
| 3Y | +9.5% | +129.6% | -120.1% | -42.5% |
| All | +118.6% | +94.7% | +24.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling