+32.3%
JD vs SONY
+366.0%
-333.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -4.0% | -3.2% | -0.8% | -2.4% |
| 30D | +2.7% | +9.6% | -6.9% | -2.4% |
| 3M | -13.0% | +13.3% | -26.3% | -19.0% |
| 6M | -12.7% | +20.3% | -33.0% | -21.7% |
| YTD | -0.8% | +4.1% | -4.9% | -4.5% |
| 1Y | -8.9% | -11.9% | +3.0% | -4.1% |
| 3Y | +17.0% | +56.6% | -39.6% | -14.9% |
| 5Y | -63.5% | +10.9% | -74.4% | -68.1% |
| All | +32.3% | +366.0% | -333.7% | -32.8% |
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