-61.6%
JD vs SONY
+9.8%
-71.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -3.0% | -4.9% | +1.9% | -0.5% |
| 30D | -19.3% | -1.6% | -17.7% | -18.8% |
| 3M | -6.0% | +10.0% | -16.0% | -11.1% |
| 6M | +1.8% | +8.4% | -6.6% | -3.3% |
| YTD | -2.6% | -8.4% | +5.9% | +1.0% |
| 1Y | -17.4% | -18.4% | +0.9% | -9.5% |
| 3Y | -8.6% | +41.0% | -49.6% | -31.9% |
| 5Y | -61.6% | +9.3% | -70.9% | -66.1% |
| All | -61.6% | +9.8% | -71.4% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling