-8.7%
DECK vs SONY
+30.5%
-39.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +5.3% |
| 7D | +10.4% | +2.9% | +7.5% | +9.5% |
| 30D | +11.1% | +10.2% | +0.9% | +8.4% |
| 3M | -10.8% | +16.1% | -26.9% | -13.3% |
| 6M | -8.7% | +32.1% | -40.9% | -9.0% |
| All | -8.7% | +30.5% | -39.2% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling