+1,229.2%
DVN vs SONY
+526.3%
+703.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +4.5% | -2.7% | +7.2% | +5.3% |
| 30D | +12.0% | +1.5% | +10.4% | +11.3% |
| 3M | +13.4% | +13.0% | +0.4% | +8.8% |
| 6M | +12.1% | +11.2% | +0.9% | +7.4% |
| YTD | +38.8% | -6.6% | +45.5% | +39.9% |
| 1Y | +46.0% | -18.1% | +64.2% | +52.7% |
| 3Y | +9.5% | +42.1% | -32.6% | -4.8% |
| 5Y | +125.3% | +11.0% | +114.2% | +108.8% |
| 10Y | +66.6% | +289.2% | -222.6% | +9.1% |
| All | +1,229.2% | +526.3% | +703.0% | +627.7% |
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