+166.2%
EOG vs SONY
+9.6%
+156.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +1.5% | -2.7% | +4.2% | +2.0% |
| 30D | +2.9% | +1.5% | +1.4% | +2.5% |
| 3M | +8.7% | +13.0% | -4.3% | +5.9% |
| 6M | +12.9% | +11.2% | +1.7% | +9.9% |
| YTD | +43.8% | -6.6% | +50.5% | +45.7% |
| 1Y | +27.1% | -18.1% | +45.2% | +32.6% |
| 3Y | +25.9% | +42.1% | -16.2% | +12.4% |
| All | +166.2% | +9.6% | +156.6% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling