+194.3%
NOK vs SONY
+42.2%
+152.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | +11.0% | -2.7% | +13.7% | +11.5% |
| 30D | +7.8% | +1.5% | +6.3% | +7.3% |
| 3M | -21.0% | +13.0% | -34.0% | -23.9% |
| 6M | +40.9% | +11.2% | +29.7% | +36.5% |
| YTD | +72.0% | -6.6% | +78.7% | +74.0% |
| 1Y | +140.9% | -18.1% | +159.0% | +152.0% |
| 3Y | +194.3% | +42.1% | +152.2% | +160.1% |
| All | +194.3% | +42.2% | +152.0% | +160.1% |
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 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