+392.2%
DAL vs SONY
+194.4%
+197.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.0% |
| 7D | +8.8% | +6.7% | +2.1% | +5.7% |
| 30D | +5.4% | +14.8% | -9.4% | -0.8% |
| 3M | -4.9% | +16.9% | -21.8% | -11.4% |
| 6M | +19.8% | +30.2% | -10.4% | +5.5% |
| YTD | +27.0% | +5.5% | +21.5% | +22.0% |
| 1Y | +52.5% | -4.6% | +57.0% | +52.5% |
| 3Y | +173.8% | +57.2% | +116.6% | +115.2% |
| 5Y | +104.5% | +12.1% | +92.5% | +83.8% |
| 10Y | +129.7% | +361.6% | -231.8% | +7.6% |
| All | +392.2% | +194.4% | +197.8% | +133.3% |
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