+651.0%
BIDU vs SONY
+317.8%
+333.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | -4.9% | +2.5% | -0.2% |
| 30D | -16.0% | -1.6% | -14.4% | -15.3% |
| 3M | -24.0% | +10.0% | -34.0% | -27.5% |
| 6M | -24.9% | +8.4% | -33.3% | -28.0% |
| YTD | -29.6% | -8.4% | -21.1% | -27.4% |
| 1Y | -15.2% | -18.4% | +3.2% | -8.3% |
| 3Y | -32.2% | +41.0% | -73.1% | -44.4% |
| 5Y | -43.8% | +9.3% | -53.0% | -48.3% |
| 10Y | -49.5% | +281.7% | -331.2% | -73.2% |
| All | +651.0% | +317.8% | +333.3% | +203.4% |
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