+338.1%
DRI vs SONY
+286.8%
+51.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -4.8% | -5.8% | +0.9% | -3.0% |
| 30D | -5.2% | -0.4% | -4.8% | -5.1% |
| 3M | +2.7% | +13.3% | -10.6% | -1.6% |
| 6M | +3.6% | +8.5% | -4.9% | +0.1% |
| YTD | +15.4% | -8.1% | +23.5% | +17.6% |
| 1Y | +1.3% | -17.9% | +19.2% | +6.7% |
| 3Y | +53.1% | +41.4% | +11.7% | +28.0% |
| 5Y | +64.6% | +9.3% | +55.3% | +49.6% |
| All | +338.1% | +286.8% | +51.2% | +191.4% |
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