+277.8%
ORCL vs BNS
+188.9%
+88.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.4% |
| 7D | +3.8% | -3.2% | +7.0% | +5.7% |
| 30D | -6.6% | +5.1% | -11.6% | -8.8% |
| 3M | -11.4% | +6.0% | -17.4% | -14.0% |
| 6M | -33.3% | +23.4% | -56.6% | -40.1% |
| YTD | -33.3% | +30.4% | -63.7% | -41.9% |
| 1Y | -44.9% | +44.0% | -88.9% | -54.5% |
| 3Y | +17.6% | +150.3% | -132.7% | -27.2% |
| 5Y | +46.1% | +83.0% | -37.0% | +4.7% |
| 10Y | +277.8% | +190.9% | +86.8% | +117.6% |
| All | +277.8% | +188.9% | +88.8% | +117.6% |
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