-27.6%
NRG vs SONY
+8.4%
-36.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.2% |
| 7D | -0.2% | -5.8% | +5.6% | -0.3% |
| 30D | -6.8% | -0.4% | -6.4% | -6.9% |
| 3M | -7.1% | +13.3% | -20.4% | -7.4% |
| 6M | -27.6% | +8.5% | -36.0% | -25.8% |
| All | -27.6% | +8.4% | -36.0% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling