+1,115.2%
DIA vs SONY
+201.7%
+913.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | 0.0% |
| 7D | +0.1% | -5.2% | +5.2% | +1.5% |
| 30D | -2.1% | +0.3% | -2.4% | -2.2% |
| 3M | +4.2% | +6.2% | -2.1% | +2.0% |
| 6M | +11.9% | +9.5% | +2.3% | +8.4% |
| YTD | +10.8% | -8.1% | +18.9% | +12.4% |
| 1Y | +17.5% | -17.9% | +35.4% | +22.6% |
| 3Y | +59.9% | +41.5% | +18.4% | +41.1% |
| 5Y | +64.1% | +11.8% | +52.3% | +52.1% |
| 10Y | +246.2% | +275.4% | -29.2% | +125.7% |
| All | +1,115.2% | +201.7% | +913.5% | +516.9% |
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