+14.9%
BTDR vs SONY
+42.2%
-27.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.9% |
| 7D | -3.4% | -2.7% | -0.7% | -2.1% |
| 30D | +32.6% | +1.5% | +31.1% | +30.8% |
| 3M | -32.2% | +13.0% | -45.2% | -39.0% |
| 6M | +52.4% | +11.2% | +41.1% | +38.1% |
| YTD | +6.7% | -6.6% | +13.3% | +9.0% |
| 1Y | -15.2% | -18.1% | +2.9% | -4.9% |
| 3Y | +14.9% | +42.1% | -27.2% | -19.8% |
| All | +14.9% | +42.2% | -27.4% | -19.8% |
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