+235.0%
DVN vs BNS
+1,476.3%
-1,241.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.5% |
| 7D | +2.5% | -2.2% | +4.7% | +4.4% |
| 30D | +10.2% | +4.5% | +5.7% | +5.4% |
| 3M | +8.1% | +14.9% | -6.8% | -5.1% |
| 6M | +15.9% | +32.5% | -16.6% | -11.0% |
| YTD | +38.2% | +28.6% | +9.6% | +8.3% |
| 1Y | +44.5% | +48.4% | -3.9% | -0.2% |
| 3Y | +5.1% | +130.8% | -125.7% | -51.7% |
| 5Y | +124.3% | +94.8% | +29.5% | +19.8% |
| 10Y | +65.9% | +184.3% | -118.4% | -27.7% |
| All | +235.0% | +1,476.3% | -1,241.3% | -37.5% |
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