+705.6%
OXY vs BNS
+1,463.9%
-758.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.7% |
| 7D | +0.6% | -1.3% | +1.9% | +1.6% |
| 30D | +4.5% | +4.0% | +0.5% | +0.5% |
| 3M | +8.9% | +13.8% | -4.9% | -3.2% |
| 6M | +12.5% | +32.7% | -20.2% | -13.1% |
| YTD | +50.5% | +27.6% | +22.9% | +19.6% |
| 1Y | +38.6% | +47.4% | -8.8% | -2.5% |
| 3Y | -1.2% | +129.0% | -130.2% | -53.2% |
| 5Y | +161.6% | +92.7% | +68.9% | +41.0% |
| 10Y | +5.3% | +182.1% | -176.8% | -52.1% |
| All | +705.6% | +1,463.9% | -758.3% | +60.4% |
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