+26.1%
DECK vs SONY
+16.3%
+9.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -2.2% | -1.2% | -1.1% | -1.8% |
| 30D | -13.6% | +9.4% | -23.0% | -16.8% |
| 3M | -21.2% | +10.5% | -31.7% | -24.7% |
| 6M | -21.1% | +11.7% | -32.8% | -25.3% |
| YTD | -17.2% | -4.1% | -13.2% | -16.5% |
| 1Y | -30.7% | -11.8% | -19.0% | -28.0% |
| 3Y | -3.4% | +45.9% | -49.3% | -22.5% |
| All | +26.1% | +16.3% | +9.8% | +13.5% |
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