+368.8%
ORCL vs BNS
+179.9%
+188.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.1% |
| 7D | +10.9% | -1.3% | +12.2% | +11.6% |
| 30D | +7.0% | +4.0% | +3.0% | +4.8% |
| 3M | -21.2% | +13.8% | -35.0% | -26.3% |
| 6M | +7.4% | +32.7% | -25.3% | -7.3% |
| YTD | -16.3% | +27.6% | -43.9% | -26.4% |
| 1Y | -32.3% | +47.4% | -79.7% | -44.8% |
| 3Y | +32.6% | +129.0% | -96.4% | -14.4% |
| 5Y | +93.1% | +92.7% | +0.4% | +34.6% |
| 10Y | +368.8% | +182.1% | +186.7% | +164.8% |
| All | +368.8% | +179.9% | +188.9% | +164.8% |
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 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