-61.6%
JD vs BNS
+93.4%
-155.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | -3.0% | -1.3% | -1.7% | -2.1% |
| 30D | -19.3% | +4.0% | -23.3% | -22.0% |
| 3M | -6.0% | +13.8% | -19.8% | -15.5% |
| 6M | +1.8% | +32.7% | -30.9% | -19.0% |
| YTD | -2.6% | +27.6% | -30.2% | -20.4% |
| 1Y | -17.4% | +47.4% | -64.8% | -40.0% |
| 3Y | -8.6% | +129.0% | -137.6% | -54.8% |
| 5Y | -61.6% | +92.7% | -154.3% | -77.9% |
| All | -61.6% | +93.4% | -155.0% | -77.9% |
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