+9,430.1%
DGX vs SONY
+340.0%
+9,090.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -2.2% | -4.9% | +2.7% | -1.4% |
| 30D | -0.9% | -1.6% | +0.7% | -0.7% |
| 3M | +15.6% | +10.0% | +5.6% | +13.6% |
| 6M | +17.8% | +8.4% | +9.4% | +15.7% |
| YTD | +37.5% | -8.4% | +45.9% | +38.7% |
| 1Y | +31.2% | -18.4% | +49.5% | +34.7% |
| 3Y | +96.6% | +41.0% | +55.6% | +81.5% |
| 5Y | +64.9% | +9.3% | +55.6% | +56.9% |
| 10Y | +254.6% | +281.7% | -27.1% | +167.5% |
| All | +9,430.1% | +340.0% | +9,090.1% | +6,554.8% |
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