+126.4%
DAL vs SONY
+271.8%
-145.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | +0.2% |
| 7D | +3.4% | -5.2% | +8.5% | +5.6% |
| 30D | -13.6% | +0.3% | -13.9% | -13.8% |
| 3M | +1.2% | +6.2% | -5.0% | -2.0% |
| 6M | +34.5% | +9.5% | +25.0% | +27.7% |
| YTD | +14.7% | -8.1% | +22.8% | +17.1% |
| 1Y | +29.2% | -17.9% | +47.2% | +38.0% |
| 3Y | +100.0% | +41.5% | +58.5% | +64.6% |
| 5Y | +106.3% | +11.8% | +94.5% | +85.0% |
| 10Y | +126.4% | +275.4% | -149.0% | +28.9% |
| All | +126.4% | +271.8% | -145.4% | +28.9% |
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