+126.0%
DUK vs SONY
+293.1%
-167.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -2.7% | +2.0% | -0.3% |
| 30D | -2.4% | +1.5% | -4.0% | -2.7% |
| 3M | -3.0% | +13.0% | -16.0% | -4.6% |
| 6M | -6.6% | +11.2% | -17.8% | -8.1% |
| YTD | +4.6% | -6.6% | +11.2% | +5.1% |
| 1Y | +1.2% | -18.1% | +19.4% | +3.4% |
| 3Y | +45.7% | +42.1% | +3.6% | +35.3% |
| 5Y | +40.3% | +11.0% | +29.3% | +33.2% |
| All | +126.0% | +293.1% | -167.0% | +72.6% |
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 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