+257.2%
XOM vs SONY
+9.6%
+247.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.2% |
| 7D | +4.1% | -2.7% | +6.8% | +4.5% |
| 30D | +4.6% | +1.5% | +3.0% | +4.3% |
| 3M | +14.0% | +13.0% | +1.0% | +11.8% |
| 6M | +11.0% | +11.2% | -0.3% | +9.0% |
| YTD | +40.7% | -6.6% | +47.3% | +41.9% |
| 1Y | +52.3% | -18.1% | +70.4% | +56.7% |
| 3Y | +60.5% | +42.1% | +18.4% | +48.5% |
| All | +257.2% | +9.6% | +247.6% | +228.0% |
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