+105.8%
DAL vs SONY
+16.3%
+89.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | -13.9% | +9.4% | -23.4% | -17.2% |
| 3M | +1.1% | +10.5% | -9.4% | -3.7% |
| 6M | +26.2% | +11.7% | +14.6% | +19.0% |
| YTD | +16.4% | -4.1% | +20.5% | +17.2% |
| 1Y | +33.9% | -11.8% | +45.6% | +39.3% |
| 3Y | +93.4% | +45.9% | +47.5% | +54.5% |
| All | +105.8% | +16.3% | +89.5% | +85.2% |
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