+15,968.0%
OKE vs SONY
+526.3%
+15,441.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +1.2% | -2.7% | +3.9% | +1.9% |
| 30D | +4.5% | +1.5% | +3.0% | +4.0% |
| 3M | +9.6% | +13.0% | -3.4% | +5.8% |
| 6M | +15.4% | +11.2% | +4.2% | +11.2% |
| YTD | +36.5% | -6.6% | +43.1% | +37.3% |
| 1Y | +39.0% | -18.1% | +57.1% | +44.5% |
| 3Y | +74.3% | +42.1% | +32.2% | +54.1% |
| 5Y | +141.2% | +11.0% | +130.2% | +125.1% |
| 10Y | +262.1% | +289.2% | -27.1% | +148.2% |
| All | +15,968.0% | +526.3% | +15,441.7% | +8,769.4% |
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