+31.5%
OXY vs BNS
+50.5%
-19.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -1.5% |
| 7D | +1.6% | +1.5% | 0.0% | +2.5% |
| 30D | +11.6% | +6.0% | +5.6% | +15.4% |
| 3M | +2.8% | +16.3% | -13.5% | +12.1% |
| 6M | +13.0% | +27.3% | -14.3% | +32.2% |
| YTD | +47.4% | +28.5% | +18.9% | +71.3% |
| 1Y | +31.5% | +49.0% | -17.5% | +46.1% |
| All | +31.5% | +50.5% | -19.0% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling