-29.3%
DASH vs SONY
+12.1%
-41.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.6% |
| 7D | -4.5% | +0.3% | -4.8% | -4.7% |
| 30D | -6.8% | +11.1% | -17.9% | -13.7% |
| 3M | -20.7% | +14.7% | -35.3% | -28.1% |
| 6M | +15.1% | +18.8% | -3.7% | +1.1% |
| YTD | -24.3% | +5.7% | -30.0% | -28.6% |
| 1Y | -12.1% | -8.1% | -4.1% | -8.2% |
| 3Y | +91.1% | +64.0% | +27.1% | +8.3% |
| All | -29.3% | +12.1% | -41.4% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling