+36.3%
DIS vs SONY
+61.0%
-24.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.9% | -3.2% | +4.1% | +1.7% |
| 30D | +8.9% | +9.6% | -0.7% | +6.2% |
| 3M | +14.5% | +13.3% | +1.3% | +10.8% |
| 6M | +12.2% | +20.3% | -8.1% | +6.6% |
| YTD | +4.7% | +4.1% | +0.6% | +2.6% |
| 1Y | +2.8% | -11.9% | +14.7% | +5.0% |
| All | +36.3% | +61.0% | -24.7% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling