+40.9%
DUK vs SONY
+9.6%
+31.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | -2.4% | +1.5% | -4.0% | -2.6% |
| 3M | -3.0% | +13.0% | -16.0% | -3.8% |
| 6M | -6.6% | +11.2% | -17.8% | -7.3% |
| YTD | +4.6% | -6.6% | +11.2% | +4.9% |
| 1Y | +1.2% | -18.1% | +19.4% | +2.4% |
| 3Y | +45.7% | +42.1% | +3.6% | +39.7% |
| All | +40.9% | +9.6% | +31.3% | +32.8% |
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