+49.0%
BP vs SONY
+61.0%
-12.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +2.5% | -3.2% | +5.7% | +2.8% |
| 30D | -5.6% | +9.6% | -15.2% | -6.4% |
| 3M | +8.0% | +13.3% | -5.2% | +6.6% |
| 6M | +5.7% | +20.3% | -14.6% | +3.7% |
| YTD | +36.8% | +4.1% | +32.7% | +36.9% |
| 1Y | +30.7% | -11.9% | +42.6% | +33.8% |
| All | +49.0% | +61.0% | -12.1% | +50.1% |
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 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