-5.9%
DASH vs SONY
+43.9%
-49.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -10.2% | +2.1% | -12.3% | -11.9% |
| 30D | -8.2% | +9.2% | -17.4% | -13.7% |
| 3M | -15.9% | +12.2% | -28.1% | -22.3% |
| 6M | +13.3% | +24.4% | -11.1% | -3.0% |
| YTD | -21.3% | +3.5% | -24.8% | -24.6% |
| 1Y | -11.1% | -9.2% | -2.0% | -7.2% |
| 3Y | +103.8% | +55.6% | +48.2% | +29.3% |
| 5Y | -21.6% | +12.0% | -33.6% | -38.4% |
| All | -5.9% | +43.9% | -49.9% | -35.9% |
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