+42.5%
DD vs SONY
+40.0%
+2.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.9% | -5.8% | +2.9% | -1.3% |
| 30D | -11.5% | -0.4% | -11.1% | -11.5% |
| 3M | -5.4% | +13.3% | -18.7% | -9.3% |
| 6M | -6.9% | +8.5% | -15.4% | -9.9% |
| YTD | +6.9% | -8.1% | +15.0% | +8.5% |
| 1Y | +35.6% | -17.9% | +53.5% | +42.2% |
| All | +42.5% | +40.0% | +2.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling