+54.3%
JD vs SONY
+700.1%
-645.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | -1.7% | -1.2% | -0.5% | -1.2% |
| 30D | -13.2% | +9.4% | -22.6% | -16.9% |
| 3M | -3.2% | +10.5% | -13.7% | -8.2% |
| 6M | +15.2% | +11.7% | +3.5% | +8.4% |
| YTD | +2.0% | -4.1% | +6.0% | +2.8% |
| 1Y | -5.4% | -11.8% | +6.4% | -1.2% |
| 3Y | -9.1% | +45.9% | -55.0% | -28.3% |
| 5Y | -59.6% | +16.3% | -75.9% | -64.7% |
| 10Y | +26.2% | +297.6% | -271.4% | -30.4% |
| All | +54.3% | +700.1% | -645.8% | -32.2% |
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