-34.9%
DOW vs SONY
+39.5%
-74.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.0% | -4.9% | -1.1% | -5.0% |
| 30D | -2.7% | -1.6% | -1.1% | -2.5% |
| 3M | -10.5% | +10.0% | -20.5% | -12.5% |
| 6M | -12.4% | +8.4% | -20.9% | -14.4% |
| YTD | +30.0% | -8.4% | +38.5% | +32.9% |
| 1Y | +27.8% | -18.4% | +46.2% | +34.5% |
| All | -34.9% | +39.5% | -74.4% | -39.2% |
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