+58.4%
DAL vs SONY
-3.1%
+61.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | +10.0% | +6.1% | +4.0% | +8.9% |
| 30D | +12.0% | +12.2% | -0.2% | +9.8% |
| 3M | +0.8% | +15.3% | -14.6% | -1.7% |
| 6M | +26.2% | +34.3% | -8.1% | +17.3% |
| YTD | +33.7% | +5.7% | +28.0% | +33.0% |
| All | +58.4% | -3.1% | +61.6% | +63.6% |
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