+15.4%
ORCL vs SONY
+61.0%
-45.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +10.4% | -3.2% | +13.6% | +11.2% |
| 30D | -11.2% | +9.6% | -20.8% | -13.6% |
| 3M | -16.8% | +13.3% | -30.0% | -19.9% |
| 6M | -31.5% | +20.3% | -51.8% | -35.5% |
| YTD | -33.9% | +4.1% | -38.1% | -35.2% |
| 1Y | -43.3% | -11.9% | -31.4% | -41.5% |
| All | +15.4% | +61.0% | -45.7% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling