+795.1%
BKNG vs SONY
+204.6%
+590.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -5.8% | -4.9% | -8.3% |
| 30D | -18.1% | -0.4% | -17.7% | -18.0% |
| 3M | +8.5% | +13.3% | -4.8% | +3.0% |
| 6M | -0.1% | +8.5% | -8.5% | -4.2% |
| YTD | -18.2% | -8.1% | -10.1% | -16.3% |
| 1Y | -19.9% | -17.9% | -2.0% | -14.3% |
| 3Y | +41.6% | +41.4% | +0.2% | +16.9% |
| 5Y | +93.1% | +9.3% | +83.8% | +75.6% |
| 10Y | +214.8% | +283.0% | -68.2% | +59.6% |
| All | +795.1% | +204.6% | +590.5% | +221.5% |
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