+96.7%
DGX vs SONY
+42.2%
+54.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -1.2% | +1.5% | -2.7% | -1.3% |
| 3M | +15.8% | +13.0% | +2.8% | +14.5% |
| 6M | +18.2% | +11.2% | +7.0% | +16.9% |
| YTD | +37.2% | -6.6% | +43.8% | +37.6% |
| 1Y | +30.4% | -18.1% | +48.5% | +32.0% |
| 3Y | +96.7% | +42.1% | +54.6% | +91.1% |
| All | +96.7% | +42.2% | +54.5% | +91.1% |
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