+18.7%
DBX vs SONY
+152.6%
-133.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.1% |
| 7D | -1.3% | -5.2% | +3.8% | +1.0% |
| 30D | -2.9% | +0.3% | -3.2% | -3.1% |
| 3M | +23.8% | +6.2% | +17.6% | +20.3% |
| 6M | +26.2% | +9.5% | +16.7% | +20.1% |
| YTD | +21.6% | -8.1% | +29.7% | +24.6% |
| 1Y | +11.4% | -17.9% | +29.4% | +19.6% |
| 3Y | +21.3% | +41.5% | -20.2% | -2.8% |
| 5Y | +6.7% | +11.8% | -5.2% | -6.0% |
| All | +18.7% | +152.6% | -133.9% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling