-98.2%
DFNS vs SONY
-18.6%
-79.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | -3.3% | -5.8% | +2.4% | +3.7% |
| 30D | -73.1% | -0.4% | -72.7% | -73.8% |
| 3M | -71.4% | +13.3% | -84.7% | -77.9% |
| 6M | -93.8% | +8.5% | -102.3% | -95.2% |
| YTD | -98.0% | -8.1% | -89.9% | -98.3% |
| 1Y | -98.2% | -17.9% | -80.3% | -98.2% |
| All | -98.2% | -18.6% | -79.6% | -98.2% |
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 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