+7,802.4%
ORLY vs BNS
+1,486.6%
+6,315.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -4.8% | +14.1% | -18.8% | -9.6% |
| 6M | -9.1% | +33.8% | -42.9% | -18.6% |
| YTD | -5.9% | +29.5% | -35.4% | -15.0% |
| 1Y | -20.4% | +48.4% | -68.8% | -31.7% |
| 3Y | +36.6% | +129.6% | -93.0% | -1.5% |
| 5Y | +117.3% | +96.1% | +21.2% | +64.2% |
| 10Y | +362.7% | +186.2% | +176.5% | +193.4% |
| All | +7,802.4% | +1,486.6% | +6,315.8% | +2,181.1% |
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