+67.3%
ED vs SONY
+9.8%
+57.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | -4.9% | +4.7% | +0.1% |
| 30D | +1.9% | -1.6% | +3.5% | +2.0% |
| 3M | +1.9% | +10.0% | -8.1% | +1.3% |
| 6M | -2.3% | +8.4% | -10.7% | -2.8% |
| YTD | +10.9% | -8.4% | +19.3% | +11.3% |
| 1Y | +14.5% | -18.4% | +32.9% | +15.6% |
| 3Y | +33.4% | +41.0% | -7.6% | +28.2% |
| 5Y | +67.3% | +9.3% | +58.0% | +60.6% |
| All | +67.3% | +9.8% | +57.5% | +60.6% |
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 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