+9.5%
DVN vs SONY
+42.2%
-32.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +4.5% | -2.7% | +7.2% | +5.0% |
| 30D | +12.0% | +1.5% | +10.4% | +11.6% |
| 3M | +13.4% | +13.0% | +0.4% | +10.6% |
| 6M | +12.1% | +11.2% | +0.9% | +9.5% |
| YTD | +38.8% | -6.6% | +45.5% | +41.8% |
| 1Y | +46.0% | -18.1% | +64.2% | +54.4% |
| 3Y | +9.5% | +42.1% | -32.6% | +1.5% |
| All | +9.5% | +42.2% | -32.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling