+9.7%
BKR vs SONY
-6.4%
+16.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.7% |
| 7D | -8.8% | +2.9% | -11.7% | -9.0% |
| 30D | -13.1% | +10.2% | -23.3% | -14.1% |
| 3M | -18.9% | +16.1% | -35.0% | -20.6% |
| 6M | -27.2% | +32.1% | -59.4% | -29.7% |
| YTD | +10.7% | +1.4% | +9.3% | +11.0% |
| 1Y | +9.7% | -7.0% | +16.7% | +12.1% |
| All | +9.7% | -6.4% | +16.0% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling