+94.8%
BN vs SONY
+63.5%
+31.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | +14.0% | +11.1% | +2.8% | +9.7% |
| 3M | -9.0% | +14.7% | -23.7% | -13.5% |
| 6M | -8.8% | +18.8% | -27.6% | -14.8% |
| YTD | -10.3% | +5.7% | -16.0% | -12.3% |
| 1Y | -5.8% | -8.1% | +2.2% | -2.4% |
| 3Y | +94.8% | +64.0% | +30.8% | +60.4% |
| All | +94.8% | +63.5% | +31.3% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling