+115.1%
NOK vs SONY
+9.6%
+105.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.3% |
| 7D | +11.0% | -2.7% | +13.7% | +11.8% |
| 30D | +7.8% | +1.5% | +6.3% | +7.0% |
| 3M | -21.0% | +13.0% | -34.0% | -25.2% |
| 6M | +40.9% | +11.2% | +29.7% | +34.4% |
| YTD | +72.0% | -6.6% | +78.7% | +74.4% |
| 1Y | +140.9% | -18.1% | +159.0% | +155.7% |
| 3Y | +194.3% | +42.1% | +152.2% | +143.4% |
| All | +115.1% | +9.6% | +105.5% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling