+1,525.1%
JBL vs SONY
+293.1%
+1,232.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.3% |
| 7D | +2.4% | -2.7% | +5.1% | +3.6% |
| 30D | -13.1% | +1.5% | -14.6% | -14.0% |
| 3M | -15.6% | +13.0% | -28.6% | -21.4% |
| 6M | +24.6% | +11.2% | +13.4% | +16.6% |
| YTD | +39.6% | -6.6% | +46.2% | +41.6% |
| 1Y | +48.6% | -18.1% | +66.7% | +59.7% |
| 3Y | +197.3% | +42.1% | +155.2% | +133.7% |
| 5Y | +413.0% | +11.0% | +401.9% | +350.3% |
| All | +1,525.1% | +293.1% | +1,232.0% | +796.4% |
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