+1,684.0%
ORCL vs BNS
+1,486.8%
+197.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.1% |
| 7D | -6.5% | -1.1% | -5.4% | -5.9% |
| 30D | -16.6% | +4.7% | -21.3% | -18.4% |
| 3M | -21.6% | +5.5% | -27.1% | -23.8% |
| 6M | -39.4% | +21.7% | -61.0% | -45.2% |
| YTD | -38.7% | +29.5% | -68.1% | -46.5% |
| 1Y | -50.4% | +41.9% | -92.3% | -58.7% |
| 3Y | +8.1% | +148.5% | -140.4% | -32.8% |
| 5Y | +34.5% | +80.3% | -45.7% | -2.8% |
| 10Y | +246.0% | +184.7% | +61.3% | +90.2% |
| All | +1,684.0% | +1,486.8% | +197.2% | +257.0% |
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