+59.7%
XOM vs SONY
+40.0%
+19.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.9% | -5.8% | +7.6% | +2.3% |
| 30D | +4.1% | -0.4% | +4.4% | +4.1% |
| 3M | +10.4% | +13.3% | -2.9% | +9.2% |
| 6M | +13.0% | +8.5% | +4.5% | +12.2% |
| YTD | +40.1% | -8.1% | +48.2% | +41.4% |
| 1Y | +51.1% | -17.9% | +69.0% | +54.4% |
| All | +59.7% | +40.0% | +19.7% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling