+63.8%
DIA vs SONY
+8.8%
+55.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -3.0% | -5.8% | +2.8% | -1.6% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | +4.5% | +13.3% | -8.8% | +0.8% |
| 6M | +9.8% | +8.5% | +1.3% | +6.8% |
| YTD | +9.3% | -8.1% | +17.4% | +11.0% |
| 1Y | +16.0% | -17.9% | +33.9% | +21.1% |
| 3Y | +57.7% | +41.4% | +16.3% | +39.1% |
| 5Y | +63.8% | +9.3% | +54.5% | +51.4% |
| All | +63.8% | +8.8% | +55.0% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling