+15,879.4%
NOC vs SONY
+516.6%
+15,362.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.4% |
| 7D | -2.7% | -5.2% | +2.5% | -1.9% |
| 30D | -8.9% | +0.3% | -9.2% | -8.9% |
| 3M | -3.7% | +6.2% | -9.9% | -4.8% |
| 6M | -30.8% | +9.5% | -40.3% | -32.1% |
| YTD | -7.9% | -8.1% | +0.1% | -7.1% |
| 1Y | -9.4% | -17.9% | +8.5% | -7.1% |
| 3Y | +29.0% | +41.5% | -12.5% | +18.7% |
| 5Y | +56.1% | +11.8% | +44.2% | +47.0% |
| 10Y | +186.3% | +275.4% | -89.1% | +113.5% |
| All | +15,879.4% | +516.6% | +15,362.8% | +8,905.1% |
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 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