+1,107.0%
DIA vs SONY
+247.1%
+859.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | +1.5% | +11.1% | -9.6% | -1.6% |
| 3M | -2.4% | +14.7% | -17.1% | -6.2% |
| 6M | +6.0% | +18.8% | -12.8% | +0.4% |
| YTD | +10.1% | +5.7% | +4.3% | +7.3% |
| 1Y | +11.8% | -8.1% | +19.9% | +13.1% |
| 3Y | +59.7% | +64.0% | -4.3% | +35.3% |
| 5Y | +57.9% | +12.6% | +45.2% | +46.0% |
| 10Y | +236.2% | +373.8% | -137.6% | +105.7% |
| All | +1,107.0% | +247.1% | +859.9% | +488.6% |
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