-7.2%
JD vs BNS
+127.2%
-134.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | -3.0% | -1.3% | -1.7% | -2.3% |
| 30D | -19.3% | +4.0% | -23.3% | -21.3% |
| 3M | -6.0% | +13.8% | -19.8% | -13.5% |
| 6M | +1.8% | +32.7% | -30.9% | -15.2% |
| YTD | -2.6% | +27.6% | -30.2% | -17.0% |
| 1Y | -17.4% | +47.4% | -64.8% | -36.2% |
| All | -7.2% | +127.2% | -134.4% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling