+143.3%
DELL vs SONY
-6.4%
+149.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -9.1% |
| 7D | -24.6% | +2.9% | -27.5% | -24.9% |
| 30D | -32.5% | +10.2% | -42.7% | -33.9% |
| 3M | -20.2% | +16.1% | -36.3% | -23.2% |
| 6M | +76.5% | +32.1% | +44.3% | +54.9% |
| YTD | +198.9% | +1.4% | +197.6% | +209.4% |
| 1Y | +143.3% | -7.0% | +150.4% | +164.6% |
| All | +143.3% | -6.4% | +149.7% | +164.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling