+62.8%
FDX vs SONY
+41.5%
+21.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.6% |
| 7D | -3.3% | -5.2% | +1.9% | -2.0% |
| 30D | -1.4% | +0.3% | -1.7% | -1.5% |
| 3M | -4.5% | +6.2% | -10.7% | -6.1% |
| 6M | +9.4% | +9.5% | -0.1% | +6.3% |
| YTD | +36.0% | -8.1% | +44.1% | +38.3% |
| 1Y | +75.5% | -17.9% | +93.4% | +83.8% |
| 3Y | +62.8% | +41.5% | +21.3% | +46.3% |
| All | +62.8% | +41.5% | +21.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling