+556.0%
DG vs SONY
+374.2%
+181.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.5% |
| 7D | -2.5% | -5.2% | +2.7% | -1.8% |
| 30D | +1.0% | +0.3% | +0.7% | +1.0% |
| 3M | +20.3% | +6.2% | +14.1% | +19.3% |
| 6M | -11.7% | +9.5% | -21.3% | -13.0% |
| YTD | -2.3% | -8.1% | +5.8% | -1.6% |
| 1Y | +20.0% | -17.9% | +37.9% | +22.4% |
| 3Y | +7.2% | +41.5% | -34.3% | +0.7% |
| 5Y | -37.9% | +11.8% | -49.8% | -40.6% |
| 10Y | +107.3% | +275.4% | -168.1% | +68.0% |
| All | +556.0% | +374.2% | +181.8% | +407.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling