+1,145.9%
DELL vs SONY
+9.6%
+1,136.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.3% |
| 7D | +8.2% | -2.7% | +10.9% | +9.5% |
| 30D | +17.1% | +1.5% | +15.6% | +16.0% |
| 3M | +45.2% | +13.0% | +32.2% | +35.1% |
| 6M | +286.8% | +11.2% | +275.6% | +261.1% |
| YTD | +354.8% | -6.6% | +361.4% | +363.5% |
| 1Y | +358.3% | -18.1% | +376.4% | +396.8% |
| 3Y | +724.9% | +42.1% | +682.8% | +569.5% |
| All | +1,145.9% | +9.6% | +1,136.3% | +979.2% |
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