+8.3%
DIS vs SONY
-6.4%
+14.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.5% |
| 7D | +9.1% | +2.9% | +6.2% | +8.2% |
| 30D | +14.8% | +10.2% | +4.6% | +11.6% |
| 3M | +21.2% | +16.1% | +5.0% | +16.1% |
| 6M | +18.3% | +32.1% | -13.8% | +8.9% |
| YTD | +5.4% | +1.4% | +4.0% | +2.7% |
| 1Y | +8.3% | -7.0% | +15.3% | +7.8% |
| All | +8.3% | -6.4% | +14.6% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling