+197.3%
JBL vs SONY
+42.2%
+155.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.6% |
| 7D | +2.4% | -2.7% | +5.1% | +3.1% |
| 30D | -13.1% | +1.5% | -14.6% | -13.6% |
| 3M | -15.6% | +13.0% | -28.6% | -19.2% |
| 6M | +24.6% | +11.2% | +13.4% | +19.5% |
| YTD | +39.6% | -6.6% | +46.2% | +41.3% |
| 1Y | +48.6% | -18.1% | +66.7% | +56.8% |
| 3Y | +197.3% | +42.1% | +155.2% | +162.6% |
| All | +197.3% | +42.2% | +155.0% | +162.6% |
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 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