-20.0%
DASH vs SONY
-16.9%
-3.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -4.4% |
| 7D | -11.2% | -5.2% | -6.0% | -10.1% |
| 30D | -7.3% | +0.3% | -7.6% | -7.2% |
| 3M | +31.4% | +6.2% | +25.2% | +29.1% |
| 6M | +11.9% | +9.5% | +2.3% | +9.6% |
| YTD | -11.5% | -8.1% | -3.4% | -12.0% |
| 1Y | -20.0% | -17.9% | -2.1% | -18.6% |
| All | -20.0% | -16.9% | -3.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling