+925.5%
DD vs SONY
+516.6%
+408.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.1% |
| 7D | -0.6% | -5.2% | +4.6% | +1.0% |
| 30D | -7.4% | +0.3% | -7.7% | -7.6% |
| 3M | -6.4% | +6.2% | -12.7% | -8.7% |
| 6M | -2.5% | +9.5% | -12.0% | -5.9% |
| YTD | +10.2% | -8.1% | +18.3% | +12.2% |
| 1Y | +36.9% | -17.9% | +54.9% | +44.0% |
| 3Y | +47.0% | +41.5% | +5.5% | +28.3% |
| 5Y | +63.1% | +11.8% | +51.3% | +51.5% |
| 10Y | +68.2% | +275.4% | -207.2% | +6.1% |
| All | +925.5% | +516.6% | +408.9% | +346.1% |
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