+1,362.5%
OXY vs SONY
+514.2%
+848.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.6% | -4.9% | +5.5% | +2.0% |
| 30D | +4.5% | -1.6% | +6.1% | +4.9% |
| 3M | +8.9% | +10.0% | -1.1% | +5.5% |
| 6M | +12.5% | +8.4% | +4.0% | +8.8% |
| YTD | +50.5% | -8.4% | +58.9% | +52.5% |
| 1Y | +38.6% | -18.4% | +57.0% | +44.8% |
| 3Y | -1.2% | +41.0% | -42.2% | -13.7% |
| 5Y | +161.6% | +9.3% | +152.4% | +142.5% |
| 10Y | +5.3% | +281.7% | -276.4% | -30.8% |
| All | +1,362.5% | +514.2% | +848.3% | +611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling