+20.3%
NSC vs SONY
-18.5%
+38.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -2.0% | -4.9% | +2.9% | -1.8% |
| 30D | -3.2% | -1.6% | -1.6% | -3.1% |
| 3M | +3.9% | +10.0% | -6.1% | +3.2% |
| 6M | +7.8% | +8.4% | -0.6% | +6.9% |
| YTD | +13.4% | -8.4% | +21.8% | +15.7% |
| 1Y | +20.3% | -18.4% | +38.7% | +25.3% |
| All | +20.3% | -18.5% | +38.8% | +25.3% |
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