+2,292.1%
ORCL vs BNS
+1,492.9%
+799.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.7% |
| 7D | +5.3% | +1.5% | +3.7% | +4.5% |
| 30D | +10.0% | +6.0% | +4.0% | +6.7% |
| 3M | -32.6% | +16.3% | -48.9% | -37.6% |
| 6M | +4.9% | +28.8% | -23.8% | -8.0% |
| YTD | -17.8% | +30.0% | -47.7% | -28.4% |
| 1Y | -28.0% | +50.7% | -78.7% | -41.9% |
| 3Y | +36.0% | +125.4% | -89.4% | -11.4% |
| 5Y | +88.7% | +94.2% | -5.5% | +31.1% |
| 10Y | +346.9% | +182.8% | +164.1% | +146.3% |
| All | +2,292.1% | +1,492.9% | +799.1% | +377.6% |
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