+1,489.3%
NRG vs SONY
+315.6%
+1,173.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 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% | -12.6% |
| 6M | -23.2% | +11.2% | -34.4% | -26.9% |
| YTD | -28.1% | -6.6% | -21.4% | -27.2% |
| 1Y | -27.3% | -18.1% | -9.1% | -23.0% |
| 3Y | +208.7% | +42.1% | +166.6% | +163.1% |
| 5Y | +197.7% | +11.0% | +186.6% | +170.8% |
| 10Y | +1,103.3% | +289.2% | +814.1% | +563.2% |
| All | +1,489.3% | +315.6% | +1,173.8% | +637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling