+22.3%
DIS vs SONY
+276.5%
-254.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -3.5% | -4.9% | +1.4% | -1.9% |
| 30D | +1.0% | -1.6% | +2.6% | +1.5% |
| 3M | +5.7% | +10.0% | -4.3% | +2.0% |
| 6M | +3.3% | +8.4% | -5.2% | -0.3% |
| YTD | -7.7% | -8.4% | +0.7% | -5.7% |
| 1Y | -10.0% | -18.4% | +8.4% | -4.5% |
| 3Y | +31.7% | +41.0% | -9.2% | +11.6% |
| 5Y | -42.2% | +9.3% | -51.5% | -47.3% |
| 10Y | +22.3% | +281.7% | -259.4% | -21.0% |
| All | +22.3% | +276.5% | -254.1% | -21.0% |
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