+583.4%
DG vs SONY
+394.9%
+188.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +8.4% | -1.2% | +9.6% | +8.5% |
| 30D | +4.9% | +9.4% | -4.5% | +3.7% |
| 3M | +29.3% | +10.5% | +18.9% | +27.6% |
| 6M | -11.3% | +11.7% | -23.0% | -12.7% |
| YTD | +1.8% | -4.1% | +5.8% | +1.9% |
| 1Y | +25.3% | -11.8% | +37.1% | +26.7% |
| 3Y | +9.1% | +45.9% | -36.8% | +2.1% |
| 5Y | -34.9% | +16.3% | -51.2% | -37.9% |
| 10Y | +108.2% | +297.6% | -189.5% | +67.5% |
| All | +583.4% | +394.9% | +188.5% | +425.5% |
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