+19.7%
COMP vs SONY
-4.4%
+24.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +11.8% |
| 7D | +13.4% | +6.7% | +6.7% | +8.5% |
| 30D | +11.1% | +14.8% | -3.7% | +1.7% |
| 3M | -18.8% | +16.9% | -35.7% | -26.6% |
| 6M | +10.5% | +30.2% | -19.7% | -8.7% |
| YTD | -3.4% | +5.5% | -8.9% | -12.6% |
| 1Y | +19.7% | -4.6% | +24.3% | +17.3% |
| All | +19.7% | -4.4% | +24.1% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling