+119.2%
ORLY vs SONY
+9.6%
+109.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | -6.8% | +1.5% | -8.3% | -7.0% |
| 3M | -4.8% | +13.0% | -17.8% | -6.2% |
| 6M | -9.1% | +11.2% | -20.3% | -10.5% |
| YTD | -5.9% | -6.6% | +0.7% | -5.6% |
| 1Y | -20.4% | -18.1% | -2.3% | -19.1% |
| 3Y | +36.6% | +42.1% | -5.5% | +28.4% |
| All | +119.2% | +9.6% | +109.5% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling