+27.1%
EOG vs SONY
-16.9%
+44.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.5% |
| 30D | +2.9% | +1.5% | +1.4% | +2.9% |
| 3M | +8.7% | +13.0% | -4.3% | +8.8% |
| 6M | +12.9% | +11.2% | +1.7% | +13.6% |
| YTD | +43.8% | -6.6% | +50.5% | +49.3% |
| 1Y | +27.1% | -18.1% | +45.2% | +35.3% |
| All | +27.1% | -16.9% | +44.0% | +35.3% |
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