+111.4%
DAL vs SONY
+12.1%
+99.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -1.0% |
| 7D | -1.1% | +0.3% | -1.3% | -1.2% |
| 30D | +12.8% | +11.1% | +1.7% | +7.8% |
| 3M | -5.3% | +14.7% | -19.9% | -10.8% |
| 6M | +22.4% | +18.8% | +3.6% | +12.6% |
| YTD | +25.6% | +5.7% | +19.9% | +21.2% |
| 1Y | +45.5% | -8.1% | +53.6% | +49.6% |
| 3Y | +161.0% | +64.0% | +97.0% | +96.8% |
| All | +111.4% | +12.1% | +99.3% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling