+33.0%
BLK vs SONY
+9.6%
+23.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -3.3% | -2.7% | -0.6% | -2.3% |
| 30D | -6.5% | +1.5% | -8.1% | -7.2% |
| 3M | +6.7% | +13.0% | -6.3% | +0.9% |
| 6M | +14.7% | +11.2% | +3.5% | +8.5% |
| YTD | +2.5% | -6.6% | +9.2% | +4.6% |
| 1Y | -2.8% | -18.1% | +15.3% | +4.8% |
| 3Y | +65.9% | +42.1% | +23.8% | +32.8% |
| All | +33.0% | +9.6% | +23.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling