+337.5%
COP vs SONY
+286.8%
+50.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +1.0% | -5.8% | +6.7% | +2.9% |
| 30D | +9.6% | -0.4% | +9.9% | +9.6% |
| 3M | +15.0% | +13.3% | +1.7% | +9.7% |
| 6M | +21.8% | +8.5% | +13.3% | +17.1% |
| YTD | +49.6% | -8.1% | +57.7% | +52.3% |
| 1Y | +49.9% | -17.9% | +67.8% | +58.3% |
| 3Y | +22.6% | +41.4% | -18.8% | +1.8% |
| 5Y | +193.6% | +9.3% | +184.3% | +163.4% |
| All | +337.5% | +286.8% | +50.7% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling