-44.8%
COMP vs SONY
+18.1%
-63.0%
-90.8%
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% | +1.8% |
| 7D | +1.4% | -1.2% | +2.5% | +2.3% |
| 30D | -13.3% | +9.4% | -22.8% | -19.6% |
| 3M | +41.1% | +10.5% | +30.6% | +28.6% |
| 6M | +17.2% | +11.7% | +5.5% | +6.1% |
| YTD | +5.2% | -4.1% | +9.3% | +6.8% |
| 1Y | +18.9% | -11.8% | +30.7% | +27.7% |
| 3Y | +215.9% | +45.9% | +170.0% | +96.0% |
| 5Y | -31.2% | +16.3% | -47.5% | -48.4% |
| All | -44.8% | +18.1% | -63.0% | -61.0% |
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