+33.3%
ORCL vs SONY
+41.5%
-8.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.5% | +3.5% |
| 7D | +15.0% | -5.2% | +20.2% | +16.6% |
| 30D | +10.5% | +0.3% | +10.2% | +10.2% |
| 3M | -23.0% | +6.2% | -29.2% | -24.8% |
| 6M | +7.0% | +9.5% | -2.6% | +3.2% |
| YTD | -15.8% | -8.1% | -7.7% | -14.4% |
| 1Y | -31.1% | -17.9% | -13.1% | -27.8% |
| 3Y | +33.3% | +41.5% | -8.2% | +17.8% |
| All | +33.3% | +41.5% | -8.2% | +17.8% |
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