+4,391.7%
XOM vs SONY
+514.2%
+3,877.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | 0.0% | -4.9% | +5.0% | +1.0% |
| 30D | +3.4% | -1.6% | +5.0% | +3.7% |
| 3M | +11.0% | +10.0% | +1.0% | +8.6% |
| 6M | +10.6% | +8.4% | +2.2% | +8.2% |
| YTD | +39.2% | -8.4% | +47.6% | +40.6% |
| 1Y | +52.7% | -18.4% | +71.1% | +57.6% |
| 3Y | +56.8% | +41.0% | +15.8% | +42.3% |
| 5Y | +261.8% | +9.3% | +252.5% | +241.2% |
| 10Y | +191.3% | +281.7% | -90.4% | +110.7% |
| All | +4,391.7% | +514.2% | +3,877.5% | +2,507.0% |
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 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