-41.5%
DIS vs SONY
+11.4%
-52.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.2% |
| 7D | -1.1% | -5.2% | +4.1% | +0.7% |
| 30D | +0.1% | +0.3% | -0.2% | 0.0% |
| 3M | +7.1% | +6.2% | +0.8% | +4.6% |
| 6M | +4.3% | +9.5% | -5.3% | +0.4% |
| YTD | -6.9% | -8.1% | +1.1% | -5.0% |
| 1Y | -10.3% | -17.9% | +7.6% | -5.1% |
| 3Y | +32.8% | +41.5% | -8.7% | +11.3% |
| 5Y | -41.5% | +11.8% | -53.3% | -48.0% |
| All | -41.5% | +11.4% | -52.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling