+176.5%
DLR vs SONY
+293.1%
-116.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +0.1% | -2.7% | +2.8% | +0.8% |
| 30D | -4.3% | +1.5% | -5.8% | -4.9% |
| 3M | +3.8% | +13.0% | -9.2% | -0.4% |
| 6M | +5.8% | +11.2% | -5.4% | +1.6% |
| YTD | +23.5% | -6.6% | +30.2% | +24.8% |
| 1Y | +11.1% | -18.1% | +29.2% | +16.5% |
| 3Y | +57.9% | +42.1% | +15.8% | +37.1% |
| 5Y | +44.0% | +11.0% | +32.9% | +31.5% |
| All | +176.5% | +293.1% | -116.6% | +77.5% |
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 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