+888.8%
DECK vs SONY
+378.4%
+510.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -4.1% |
| 7D | +6.0% | +8.1% | -2.1% | +2.5% |
| 30D | +7.4% | +15.5% | -8.0% | +1.1% |
| 3M | -11.7% | +22.7% | -34.4% | -19.0% |
| 6M | -11.0% | +36.9% | -47.8% | -22.6% |
| YTD | -15.4% | +7.6% | -22.9% | -18.8% |
| 1Y | +7.2% | -1.9% | +9.2% | +6.7% |
| 3Y | -11.8% | +59.0% | -70.9% | -30.6% |
| 5Y | +24.3% | +14.3% | +10.0% | +10.5% |
| All | +888.8% | +378.4% | +510.4% | +462.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling