+85.6%
XOP vs SONY
+225.1%
-139.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +3.6% |
| 7D | +0.6% | -5.2% | +5.8% | +3.0% |
| 30D | +16.5% | +0.3% | +16.2% | +16.1% |
| 3M | +15.7% | +6.2% | +9.5% | +11.4% |
| 6M | +19.2% | +9.5% | +9.7% | +11.9% |
| YTD | +55.0% | -8.1% | +63.0% | +57.6% |
| 1Y | +54.2% | -17.9% | +72.1% | +64.9% |
| 3Y | +35.9% | +41.5% | -5.6% | +7.1% |
| 5Y | +162.4% | +11.8% | +150.6% | +126.3% |
| 10Y | +50.2% | +275.4% | -225.2% | -32.0% |
| All | +85.6% | +225.1% | -139.5% | -31.8% |
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