+1,671.0%
DIS vs SONY
+594.1%
+1,076.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +0.6% | +2.1% | -1.5% | -0.2% |
| 30D | +10.3% | +9.2% | +1.1% | +7.2% |
| 3M | +15.6% | +12.2% | +3.4% | +11.3% |
| 6M | +15.1% | +24.4% | -9.3% | +7.1% |
| YTD | +6.0% | +3.5% | +2.5% | +3.9% |
| 1Y | +5.7% | -9.2% | +14.8% | +7.8% |
| 3Y | +39.8% | +55.6% | -15.8% | +18.2% |
| 5Y | -23.9% | +12.0% | -35.8% | -29.6% |
| 10Y | +32.9% | +363.7% | -330.7% | -22.7% |
| All | +1,671.0% | +594.1% | +1,076.8% | +656.5% |
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