+32.3%
JD vs BNS
+188.0%
-155.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -4.0% | +1.0% | -5.0% | -4.6% |
| 30D | +2.7% | +2.7% | -0.1% | +0.8% |
| 3M | -13.0% | +3.5% | -16.5% | -15.4% |
| 6M | -12.7% | +22.1% | -34.8% | -23.2% |
| YTD | -0.8% | +29.5% | -30.3% | -15.9% |
| 1Y | -8.9% | +40.7% | -49.6% | -26.4% |
| 3Y | +17.0% | +148.6% | -131.5% | -32.7% |
| 5Y | -63.5% | +79.6% | -143.1% | -74.8% |
| All | +32.3% | +188.0% | -155.7% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling