+112.2%
BP vs SONY
+11.5%
+100.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +2.5% | -3.2% | +5.7% | +3.0% |
| 30D | -5.6% | +9.6% | -15.2% | -7.1% |
| 3M | +8.0% | +13.3% | -5.2% | +5.5% |
| 6M | +5.7% | +20.3% | -14.6% | +2.0% |
| YTD | +36.8% | +4.1% | +32.7% | +35.6% |
| 1Y | +30.7% | -11.9% | +42.6% | +34.1% |
| 3Y | +51.6% | +56.6% | -5.0% | +35.8% |
| 5Y | +112.2% | +10.9% | +101.3% | +97.1% |
| All | +112.2% | +11.5% | +100.7% | +97.1% |
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 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