-14.1%
DECK vs SONY
+61.1%
-75.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -3.5% |
| 7D | +6.0% | +8.1% | -2.1% | +3.3% |
| 30D | +7.4% | +15.5% | -8.0% | +2.4% |
| 3M | -11.7% | +22.7% | -34.4% | -17.5% |
| 6M | -11.0% | +36.9% | -47.8% | -20.3% |
| YTD | -15.4% | +7.6% | -22.9% | -18.1% |
| 1Y | +7.2% | -1.9% | +9.2% | +6.8% |
| All | -14.1% | +61.1% | -75.2% | -26.3% |
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