+62.5%
DRAM vs SONY
+25.4%
+37.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -4.3% |
| 7D | -16.6% | +2.9% | -19.5% | -15.5% |
| 30D | -26.9% | +10.2% | -37.1% | -23.9% |
| 3M | -17.8% | +16.1% | -33.9% | -13.8% |
| 6M | +6.2% | +32.1% | -25.9% | +6.1% |
| All | +62.5% | +25.4% | +37.1% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling