+351.3%
DAL vs SONY
+167.8%
+183.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| 3M | +1.1% | +10.5% | -9.4% | -3.8% |
| 6M | +26.2% | +11.7% | +14.6% | +18.9% |
| YTD | +16.4% | -4.1% | +20.5% | +16.7% |
| 1Y | +33.9% | -11.8% | +45.6% | +38.4% |
| 3Y | +93.4% | +45.9% | +47.5% | +57.2% |
| 5Y | +106.4% | +16.3% | +90.1% | +82.7% |
| 10Y | +143.0% | +297.6% | -154.6% | +21.4% |
| All | +351.3% | +167.8% | +183.5% | +123.3% |
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