+98.2%
DG vs SONY
+293.1%
-194.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | +4.2% | +1.5% | +2.6% | +3.9% |
| 3M | +9.5% | +13.0% | -3.5% | +7.4% |
| 6M | -13.1% | +11.2% | -24.4% | -14.8% |
| YTD | -4.8% | -6.6% | +1.8% | -4.2% |
| 1Y | +20.6% | -18.1% | +38.7% | +23.6% |
| 3Y | +4.9% | +42.1% | -37.1% | -3.4% |
| 5Y | -37.9% | +11.0% | -48.9% | -41.0% |
| All | +98.2% | +293.1% | -194.9% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling