+5.8%
DASH vs SONY
+27.8%
-22.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -2.7% |
| 7D | -11.2% | -5.2% | -6.0% | -8.1% |
| 30D | -7.3% | +0.3% | -7.6% | -7.5% |
| 3M | +31.4% | +6.2% | +25.2% | +25.8% |
| 6M | +11.9% | +9.5% | +2.3% | +3.7% |
| YTD | -11.5% | -8.1% | -3.4% | -8.1% |
| 1Y | -20.0% | -17.9% | -2.1% | -11.1% |
| 3Y | +143.9% | +41.5% | +102.4% | +64.1% |
| 5Y | -0.2% | +11.8% | -12.1% | -19.6% |
| All | +5.8% | +27.8% | -22.1% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling