+18.0%
BLK vs SONY
-6.4%
+24.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +5.1% |
| 7D | +5.7% | +2.9% | +2.8% | +5.4% |
| 30D | +14.8% | +10.2% | +4.6% | +13.4% |
| 3M | +8.8% | +16.1% | -7.3% | +6.9% |
| 6M | +17.6% | +32.1% | -14.5% | +12.1% |
| YTD | +16.3% | +1.4% | +14.9% | +19.3% |
| 1Y | +18.0% | -7.0% | +25.0% | +24.1% |
| All | +18.0% | -6.4% | +24.4% | +24.1% |
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