-10.4%
DOW vs SONY
+178.5%
-188.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +2.1% |
| 7D | -2.9% | -5.2% | +2.2% | -0.9% |
| 30D | +2.0% | +0.3% | +1.7% | +1.7% |
| 3M | -12.5% | +6.2% | -18.8% | -15.2% |
| 6M | -9.2% | +9.5% | -18.7% | -13.8% |
| YTD | +30.8% | -8.1% | +38.9% | +33.8% |
| 1Y | +29.4% | -17.9% | +47.3% | +38.6% |
| 3Y | -34.6% | +41.5% | -76.1% | -47.4% |
| 5Y | -35.9% | +11.8% | -47.8% | -44.1% |
| All | -10.4% | +178.5% | -188.9% | -55.7% |
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