+189.8%
NOC vs SONY
+293.1%
-103.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.1% |
| 30D | -9.7% | +1.5% | -11.2% | -9.9% |
| 3M | -5.6% | +13.0% | -18.6% | -7.4% |
| 6M | -28.6% | +11.2% | -39.8% | -29.9% |
| YTD | -7.9% | -6.6% | -1.2% | -7.3% |
| 1Y | -9.5% | -18.1% | +8.6% | -7.4% |
| 3Y | +28.4% | +42.1% | -13.7% | +17.9% |
| 5Y | +59.0% | +11.0% | +47.9% | +51.1% |
| All | +189.8% | +293.1% | -103.2% | +114.9% |
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 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