+99.6%
DE vs SONY
+9.6%
+90.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | +9.0% | +1.5% | +7.5% | +8.6% |
| 3M | +19.1% | +13.0% | +6.1% | +15.6% |
| 6M | +14.4% | +11.2% | +3.2% | +11.2% |
| YTD | +45.9% | -6.6% | +52.6% | +47.4% |
| 1Y | +43.6% | -18.1% | +61.7% | +49.0% |
| 3Y | +75.9% | +42.1% | +33.8% | +58.6% |
| All | +99.6% | +9.6% | +90.0% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling