+4,770.1%
DELL vs SONY
+285.7%
+4,484.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +3.6% |
| 7D | +25.6% | -5.2% | +30.8% | +28.3% |
| 30D | +17.7% | +0.3% | +17.4% | +17.1% |
| 3M | +33.4% | +6.2% | +27.2% | +28.3% |
| 6M | +266.2% | +9.5% | +256.7% | +245.6% |
| YTD | +328.0% | -8.1% | +336.1% | +337.3% |
| 1Y | +339.6% | -17.9% | +357.5% | +371.1% |
| 3Y | +694.6% | +41.5% | +653.1% | +558.1% |
| 5Y | +1,122.0% | +11.8% | +1,110.2% | +992.6% |
| 10Y | +4,062.5% | +275.4% | +3,787.1% | +2,421.0% |
| All | +4,770.1% | +285.7% | +4,484.4% | +2,811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling