+33.3%
ORCL vs BNS
+130.3%
-97.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | +15.0% | +1.8% | +13.2% | +14.0% |
| 30D | +10.5% | +4.5% | +6.1% | +8.0% |
| 3M | -23.0% | +15.8% | -38.8% | -28.4% |
| 6M | +7.0% | +31.5% | -24.5% | -7.1% |
| YTD | -15.8% | +28.6% | -44.4% | -26.2% |
| 1Y | -31.1% | +48.2% | -79.3% | -43.9% |
| 3Y | +33.3% | +130.8% | -97.5% | -13.8% |
| All | +33.3% | +130.3% | -97.0% | -13.8% |
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