+105.0%
ED vs SONY
+286.8%
-181.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.9% | -5.8% | +3.9% | -1.3% |
| 30D | +0.1% | -0.4% | +0.5% | +0.1% |
| 3M | 0.0% | +13.3% | -13.3% | -1.3% |
| 6M | -2.5% | +8.5% | -11.0% | -3.6% |
| YTD | +10.1% | -8.1% | +18.2% | +10.8% |
| 1Y | +13.6% | -17.9% | +31.5% | +15.5% |
| 3Y | +32.4% | +41.4% | -9.0% | +24.7% |
| 5Y | +69.9% | +9.3% | +60.6% | +63.1% |
| All | +105.0% | +286.8% | -181.8% | +59.7% |
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 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