+50.6%
LYB vs SONY
-6.4%
+57.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -4.6% |
| 7D | -6.2% | +2.9% | -9.1% | -6.1% |
| 30D | +6.3% | +10.2% | -3.9% | +6.8% |
| 3M | +4.1% | +16.1% | -12.0% | +4.7% |
| 6M | -15.5% | +32.1% | -47.6% | -13.6% |
| YTD | +50.2% | +1.4% | +48.9% | +57.3% |
| 1Y | +50.6% | -7.0% | +57.6% | +60.1% |
| All | +50.6% | -6.4% | +57.0% | +60.1% |
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