+15.3%
BTDR vs SONY
+18.9%
-3.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.6% |
| 7D | -3.2% | -5.8% | +2.6% | -1.5% |
| 30D | +32.7% | -0.4% | +33.1% | +32.5% |
| 3M | -28.4% | +13.3% | -41.7% | -32.5% |
| 6M | +51.7% | +8.5% | +43.2% | +45.2% |
| YTD | +2.9% | -8.1% | +11.0% | +4.1% |
| 1Y | -15.5% | -17.9% | +2.4% | -10.9% |
| 3Y | 0.0% | +41.4% | -41.4% | -7.5% |
| 5Y | +16.5% | +9.3% | +7.2% | +7.7% |
| All | +15.3% | +18.9% | -3.6% | +7.2% |
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