+34.3%
BP vs SONY
-10.8%
+45.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +3.9% | -1.2% | +5.1% | +4.0% |
| 30D | +7.6% | +9.4% | -1.8% | +7.1% |
| 3M | +0.7% | +10.5% | -9.8% | +0.7% |
| 6M | +15.5% | +11.7% | +3.8% | +15.9% |
| YTD | +30.8% | -4.1% | +34.9% | +34.3% |
| 1Y | +34.3% | -11.8% | +46.1% | +39.1% |
| All | +34.3% | -10.8% | +45.1% | +39.1% |
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