+89.4%
DD vs SONY
+63.5%
+25.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +19.7% | +11.1% | +8.6% | +16.0% |
| 3M | +7.2% | +14.7% | -7.5% | +2.7% |
| 6M | +1.0% | +18.8% | -17.7% | -4.5% |
| YTD | +29.1% | +5.7% | +23.4% | +25.7% |
| 1Y | +28.5% | -8.1% | +36.5% | +30.6% |
| 3Y | +89.4% | +64.0% | +25.5% | +70.3% |
| All | +89.4% | +63.5% | +25.9% | +70.3% |
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