-100.0%
DFNS vs SONY
+63.5%
-163.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.8% |
| 7D | -6.0% | +0.3% | -6.2% | -6.1% |
| 30D | -71.2% | +11.1% | -82.3% | -72.2% |
| 3M | -94.5% | +14.7% | -109.2% | -94.8% |
| 6M | -96.5% | +18.8% | -115.3% | -96.9% |
| YTD | -99.6% | +5.7% | -105.4% | -99.7% |
| 1Y | -99.7% | -8.1% | -91.6% | -99.7% |
| 3Y | -100.0% | +64.0% | -164.0% | -100.0% |
| All | -100.0% | +63.5% | -163.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling