+1,414.8%
BP vs SONY
+609.3%
+805.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.5% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -5.3% | +11.1% | -16.4% | -7.8% |
| 3M | +9.3% | +14.7% | -5.4% | +5.4% |
| 6M | +7.2% | +18.8% | -11.6% | +2.3% |
| YTD | +38.0% | +5.7% | +32.3% | +34.7% |
| 1Y | +33.2% | -8.1% | +41.3% | +34.3% |
| 3Y | +50.3% | +64.0% | -13.7% | +29.1% |
| 5Y | +114.1% | +12.6% | +101.4% | +98.6% |
| 10Y | +140.7% | +373.8% | -233.1% | +54.9% |
| All | +1,414.8% | +609.3% | +805.5% | +656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling