+1,335.7%
BP vs SONY
+543.6%
+792.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +3.9% | -1.2% | +5.1% | +4.2% |
| 30D | +7.6% | +9.4% | -1.8% | +5.2% |
| 3M | +0.7% | +10.5% | -9.8% | -2.0% |
| 6M | +15.5% | +11.7% | +3.8% | +11.6% |
| YTD | +30.8% | -4.1% | +34.9% | +31.0% |
| 1Y | +34.3% | -11.8% | +46.1% | +36.8% |
| 3Y | +35.1% | +45.9% | -10.8% | +19.3% |
| 5Y | +126.8% | +16.3% | +110.5% | +108.8% |
| 10Y | +123.4% | +297.6% | -174.2% | +50.1% |
| All | +1,335.7% | +543.6% | +792.1% | +635.7% |
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