+270.3%
ORCL vs BNS
+187.6%
+82.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.0% | +0.9% | +7.0% | +7.5% |
| 30D | -4.0% | +2.8% | -6.7% | -5.2% |
| 3M | -19.5% | +3.0% | -22.5% | -20.7% |
| 6M | -33.5% | +23.3% | -56.7% | -40.2% |
| YTD | -34.8% | +29.3% | -64.2% | -43.1% |
| 1Y | -41.6% | +41.7% | -83.3% | -51.3% |
| 3Y | +13.8% | +147.7% | -134.0% | -29.2% |
| 5Y | +43.4% | +79.4% | -36.0% | +3.9% |
| All | +270.3% | +187.6% | +82.6% | +114.5% |
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