+42,044.7%
JBL vs SONY
+560.7%
+41,484.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +4.0% | -4.9% | +8.9% | +6.6% |
| 30D | -7.5% | -1.6% | -5.9% | -7.1% |
| 3M | -14.1% | +10.0% | -24.1% | -19.4% |
| 6M | +25.9% | +8.4% | +17.5% | +18.6% |
| YTD | +36.7% | -8.4% | +45.1% | +39.7% |
| 1Y | +49.0% | -18.4% | +67.4% | +60.4% |
| 3Y | +191.8% | +41.0% | +150.8% | +128.6% |
| 5Y | +409.8% | +9.3% | +400.5% | +349.8% |
| 10Y | +1,509.2% | +281.7% | +1,227.5% | +606.4% |
| All | +42,044.7% | +560.7% | +41,484.0% | +18,952.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling