+153.0%
VLO vs SONY
-16.9%
+169.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +5.3% | -2.7% | +8.0% | +5.3% |
| 30D | +18.2% | +1.5% | +16.7% | +18.1% |
| 3M | +53.3% | +13.0% | +40.3% | +52.8% |
| 6M | +70.4% | +11.2% | +59.2% | +70.9% |
| YTD | +143.4% | -6.6% | +150.0% | +153.1% |
| 1Y | +153.0% | -18.1% | +171.1% | +173.3% |
| All | +153.0% | -16.9% | +169.9% | +173.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling