+54.6%
JD vs SONY
+770.2%
-715.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.4% |
| 7D | +5.2% | +5.2% | 0.0% | +2.7% |
| 30D | +4.5% | +10.7% | -6.2% | -0.5% |
| 3M | -15.4% | +12.1% | -27.5% | -20.2% |
| 6M | -6.0% | +32.6% | -38.6% | -18.5% |
| YTD | +2.2% | +4.3% | -2.2% | -1.3% |
| 1Y | -6.7% | -4.5% | -2.2% | -6.2% |
| 3Y | +20.5% | +56.9% | -36.4% | -8.0% |
| 5Y | -58.4% | +12.5% | -70.9% | -63.2% |
| 10Y | +32.5% | +371.7% | -339.3% | -31.7% |
| All | +54.6% | +770.2% | -715.6% | -34.9% |
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