+361.0%
ORLY vs BNS
+188.9%
+172.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -6.8% | +3.5% | -10.2% | -8.0% |
| 3M | -4.8% | +14.1% | -18.8% | -9.4% |
| 6M | -9.1% | +33.8% | -42.9% | -18.4% |
| YTD | -5.9% | +29.5% | -35.4% | -14.8% |
| 1Y | -20.4% | +48.4% | -68.8% | -31.5% |
| 3Y | +36.6% | +129.6% | -93.0% | -1.6% |
| 5Y | +117.3% | +96.1% | +21.2% | +65.0% |
| All | +361.0% | +188.9% | +172.1% | +186.9% |
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