-49.7%
NRG vs SONY
-6.4%
-43.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.2% | -15.7% | -13.7% |
| 7D | -13.7% | +2.9% | -16.6% | -13.9% |
| 30D | -13.6% | +10.2% | -23.8% | -14.7% |
| 3M | -28.5% | +16.1% | -44.6% | -30.1% |
| 6M | -45.8% | +32.1% | -77.9% | -50.2% |
| YTD | -46.9% | +1.4% | -48.3% | -45.0% |
| 1Y | -49.7% | -7.0% | -42.7% | -46.3% |
| All | -49.7% | -6.4% | -43.3% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling