+1,196.2%
DVN vs SONY
+514.2%
+681.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.1% | -4.9% | +4.8% | +1.4% |
| 30D | +8.0% | -1.6% | +9.6% | +8.4% |
| 3M | +11.9% | +10.0% | +1.9% | +8.2% |
| 6M | +10.6% | +8.4% | +2.2% | +6.8% |
| YTD | +35.4% | -8.4% | +43.8% | +37.2% |
| 1Y | +46.5% | -18.4% | +64.8% | +53.3% |
| 3Y | +3.0% | +41.0% | -38.0% | -10.3% |
| 5Y | +120.5% | +9.3% | +111.2% | +105.4% |
| 10Y | +62.5% | +281.7% | -219.2% | +7.0% |
| All | +1,196.2% | +514.2% | +681.9% | +613.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling