-5.9%
DASH vs SONY
+45.1%
-51.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | -2.8% | +5.2% | -8.0% | -6.3% |
| 30D | -9.3% | +10.7% | -20.0% | -15.5% |
| 3M | -15.1% | +12.1% | -27.2% | -21.5% |
| 6M | +8.7% | +32.6% | -23.8% | -11.0% |
| YTD | -21.3% | +4.3% | -25.6% | -25.0% |
| 1Y | -12.7% | -4.5% | -8.2% | -12.0% |
| 3Y | +103.8% | +56.9% | +46.9% | +28.6% |
| 5Y | -16.8% | +12.5% | -29.3% | -34.8% |
| All | -5.9% | +45.1% | -51.1% | -36.2% |
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 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