+7.4%
DASH vs SONY
+16.3%
-8.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.6% |
| 7D | -10.6% | -1.2% | -9.4% | -9.9% |
| 30D | +2.2% | +9.4% | -7.3% | -3.9% |
| 3M | +32.3% | +10.5% | +21.8% | +23.1% |
| 6M | +19.1% | +11.7% | +7.4% | +8.6% |
| YTD | -6.5% | -4.1% | -2.5% | -5.4% |
| 1Y | -14.9% | -11.8% | -3.1% | -9.7% |
| 3Y | +151.9% | +45.9% | +106.0% | +58.7% |
| All | +7.4% | +16.3% | -8.9% | -15.8% |
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