+2,271.9%
D vs SONY
+543.6%
+1,728.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.5% | -1.2% | +2.6% | +1.6% |
| 30D | -2.6% | +9.4% | -12.0% | -3.8% |
| 3M | 0.0% | +10.5% | -10.5% | -1.5% |
| 6M | +7.4% | +11.7% | -4.3% | +5.5% |
| YTD | +15.9% | -4.1% | +19.9% | +16.0% |
| 1Y | +18.1% | -11.8% | +29.9% | +19.4% |
| 3Y | +58.4% | +45.9% | +12.5% | +48.6% |
| 5Y | +5.2% | +16.3% | -11.1% | +0.5% |
| 10Y | +35.9% | +297.6% | -261.7% | +9.2% |
| All | +2,271.9% | +543.6% | +1,728.3% | +1,515.4% |
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