+78.6%
NSC vs SONY
+59.5%
+19.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -5.4% | +6.1% | -11.4% | -6.3% |
| 30D | +2.9% | +12.2% | -9.2% | +0.9% |
| 3M | -2.2% | +15.3% | -17.5% | -4.7% |
| 6M | +5.3% | +34.3% | -29.0% | -0.8% |
| YTD | +14.8% | +5.7% | +9.1% | +13.8% |
| 1Y | +16.6% | -2.3% | +18.9% | +17.5% |
| 3Y | +78.6% | +67.1% | +11.5% | +64.2% |
| All | +78.6% | +59.5% | +19.0% | +64.2% |
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