+1,711.3%
ORCL vs BNS
+1,484.8%
+226.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.3% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -15.3% | +5.5% | -20.8% | -17.5% |
| 3M | -18.2% | +6.0% | -24.2% | -20.7% |
| 6M | -38.4% | +22.6% | -61.0% | -44.6% |
| YTD | -37.7% | +30.5% | -68.2% | -45.9% |
| 1Y | -49.3% | +44.1% | -93.4% | -58.1% |
| 3Y | +10.6% | +150.8% | -140.1% | -31.6% |
| 5Y | +35.5% | +80.7% | -45.2% | -2.2% |
| 10Y | +251.6% | +185.2% | +66.4% | +93.1% |
| All | +1,711.3% | +1,484.8% | +226.6% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling