+23.7%
JBL vs SONY
-6.4%
+30.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.0% | -4.9% |
| 7D | -11.1% | +2.9% | -14.0% | -11.2% |
| 30D | -14.1% | +10.2% | -24.3% | -14.6% |
| 3M | -23.9% | +16.1% | -40.0% | -25.1% |
| 6M | -24.1% | +32.1% | -56.2% | -28.6% |
| YTD | +13.5% | +1.4% | +12.1% | +11.7% |
| 1Y | +23.7% | -7.0% | +30.7% | +23.6% |
| All | +23.7% | -6.4% | +30.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling