+1,100.9%
DD vs SONY
+609.3%
+491.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +19.7% | +11.1% | +8.6% | +15.6% |
| 3M | +7.2% | +14.7% | -7.5% | +2.3% |
| 6M | +1.0% | +18.8% | -17.7% | -5.1% |
| YTD | +29.1% | +5.7% | +23.4% | +25.4% |
| 1Y | +28.5% | -8.1% | +36.5% | +30.2% |
| 3Y | +89.4% | +64.0% | +25.5% | +57.8% |
| 5Y | +67.1% | +12.6% | +54.5% | +54.4% |
| 10Y | +97.5% | +373.8% | -276.3% | +15.9% |
| All | +1,100.9% | +609.3% | +491.5% | +398.6% |
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