+616.1%
VLO vs SONY
+8.4%
+607.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +6.2% | -4.9% | +11.2% | +7.3% |
| 30D | +23.5% | -1.6% | +25.1% | +23.8% |
| 3M | +53.9% | +10.0% | +43.9% | +50.3% |
| 6M | +81.7% | +8.4% | +73.2% | +77.4% |
| YTD | +142.5% | -8.4% | +150.9% | +146.4% |
| 1Y | +145.4% | -18.4% | +163.8% | +156.4% |
| 3Y | +197.3% | +41.0% | +156.4% | +168.9% |
| All | +616.1% | +8.4% | +607.6% | +554.3% |
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 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