+1,065.2%
NRG vs SONY
+293.1%
+772.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | -4.7% | -2.7% | -2.0% | -3.8% |
| 30D | -6.0% | +1.5% | -7.5% | -6.6% |
| 3M | -8.0% | +13.0% | -21.0% | -12.5% |
| 6M | -23.2% | +11.2% | -34.4% | -26.8% |
| YTD | -28.1% | -6.6% | -21.4% | -27.1% |
| 1Y | -27.3% | -18.1% | -9.1% | -22.9% |
| 3Y | +208.7% | +42.1% | +166.6% | +164.9% |
| 5Y | +197.7% | +11.0% | +186.6% | +172.0% |
| All | +1,065.2% | +293.1% | +772.1% | +535.1% |
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 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