+78.6%
NSC vs SONY
+41.5%
+37.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.3% |
| 7D | -1.5% | -5.2% | +3.6% | -0.6% |
| 30D | -1.9% | +0.3% | -2.2% | -2.1% |
| 3M | +6.2% | +6.2% | 0.0% | +4.8% |
| 6M | +9.2% | +9.5% | -0.4% | +6.7% |
| YTD | +15.0% | -8.1% | +23.1% | +17.0% |
| 1Y | +21.1% | -17.9% | +39.0% | +26.1% |
| 3Y | +78.6% | +41.5% | +37.1% | +60.3% |
| All | +78.6% | +41.5% | +37.1% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling