-35.5%
DOW vs SONY
+8.8%
-44.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.4% | -5.8% | +3.4% | -0.8% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | -12.4% | +13.3% | -25.7% | -15.7% |
| 6M | -10.6% | +8.5% | -19.1% | -13.3% |
| YTD | +31.1% | -8.1% | +39.2% | +33.6% |
| 1Y | +30.5% | -17.9% | +48.4% | +37.4% |
| 3Y | -34.4% | +41.4% | -75.8% | -42.1% |
| 5Y | -35.5% | +9.3% | -44.8% | -42.6% |
| All | -35.5% | +8.8% | -44.3% | -42.6% |
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