+141.3%
BP vs SONY
+8.8%
+132.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +5.7% | -5.8% | +11.5% | +6.8% |
| 30D | +8.1% | -0.4% | +8.5% | +8.0% |
| 3M | +8.6% | +13.3% | -4.7% | +5.9% |
| 6M | +18.1% | +8.5% | +9.6% | +15.9% |
| YTD | +37.6% | -8.1% | +45.7% | +39.5% |
| 1Y | +39.4% | -17.9% | +57.3% | +44.4% |
| 3Y | +40.1% | +41.4% | -1.4% | +27.1% |
| 5Y | +141.3% | +9.3% | +132.0% | +124.5% |
| All | +141.3% | +8.8% | +132.5% | +124.5% |
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