-10.0%
LOW vs SONY
+40.0%
-50.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.6% | -5.8% | +3.1% | -1.3% |
| 30D | -11.1% | -0.4% | -10.8% | -11.1% |
| 3M | -8.5% | +13.3% | -21.8% | -11.4% |
| 6M | -20.8% | +8.5% | -29.3% | -22.9% |
| YTD | -17.2% | -8.1% | -9.1% | -16.2% |
| 1Y | -24.7% | -17.9% | -6.8% | -21.9% |
| All | -10.0% | +40.0% | -50.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling