+39.0%
DVN vs SONY
-6.4%
+45.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.6% | -7.2% |
| 7D | -13.9% | +2.9% | -16.8% | -13.8% |
| 30D | -8.0% | +10.2% | -18.3% | -7.6% |
| 3M | +0.8% | +16.1% | -15.3% | +1.5% |
| 6M | -12.8% | +32.1% | -44.9% | -10.9% |
| YTD | +22.7% | +1.4% | +21.4% | +30.1% |
| 1Y | +39.0% | -7.0% | +46.0% | +50.4% |
| All | +39.0% | -6.4% | +45.4% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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