+6.4%
OXY vs SONY
+293.1%
-286.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +2.8% | -2.7% | +5.5% | +3.8% |
| 30D | +5.5% | +1.5% | +3.9% | +4.7% |
| 3M | +11.3% | +13.0% | -1.7% | +5.7% |
| 6M | +11.6% | +11.2% | +0.4% | +5.8% |
| YTD | +51.6% | -6.6% | +58.2% | +53.6% |
| 1Y | +36.2% | -18.1% | +54.3% | +45.0% |
| 3Y | +1.7% | +42.1% | -40.4% | -17.1% |
| 5Y | +164.5% | +11.0% | +153.4% | +134.6% |
| All | +6.4% | +293.1% | -286.6% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling