-49.5%
ORCL vs SONY
-6.4%
-43.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.2% | -2.2% |
| 7D | -14.4% | +2.9% | -17.3% | -14.7% |
| 30D | -12.8% | +10.2% | -23.1% | -14.3% |
| 3M | -14.8% | +16.1% | -30.9% | -17.3% |
| 6M | -30.9% | +32.1% | -63.0% | -36.0% |
| YTD | -35.7% | +1.4% | -37.0% | -38.2% |
| 1Y | -49.5% | -7.0% | -42.5% | -51.0% |
| All | -49.5% | -6.4% | -43.1% | -51.0% |
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