+75.9%
DE vs SONY
+42.2%
+33.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -2.6% | -2.7% | +0.1% | -2.1% |
| 30D | +9.0% | +1.5% | +7.5% | +8.7% |
| 3M | +19.1% | +13.0% | +6.1% | +16.1% |
| 6M | +14.4% | +11.2% | +3.2% | +11.6% |
| YTD | +45.9% | -6.6% | +52.6% | +47.3% |
| 1Y | +43.6% | -18.1% | +61.7% | +48.4% |
| 3Y | +75.9% | +42.1% | +33.8% | +60.3% |
| All | +75.9% | +42.2% | +33.6% | +60.3% |
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