+247.6%
DIA vs SONY
+293.1%
-45.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -0.7% |
| 30D | -2.0% | +1.5% | -3.6% | -2.6% |
| 3M | +3.6% | +13.0% | -9.4% | -0.7% |
| 6M | +11.5% | +11.2% | +0.3% | +7.0% |
| YTD | +10.4% | -6.6% | +17.0% | +11.8% |
| 1Y | +15.6% | -18.1% | +33.7% | +21.7% |
| 3Y | +58.9% | +42.1% | +16.8% | +36.1% |
| 5Y | +65.3% | +11.0% | +54.3% | +51.0% |
| All | +247.6% | +293.1% | -45.5% | +122.3% |
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