+45.2%
NU vs SONY
-3.4%
+48.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -2.6% | -4.9% | +2.3% | +0.1% |
| 30D | +8.2% | -1.6% | +9.8% | +9.1% |
| 3M | +26.3% | +10.0% | +16.3% | +18.6% |
| 6M | +2.2% | +8.4% | -6.2% | -4.1% |
| YTD | -10.4% | -8.4% | -2.0% | -7.2% |
| 1Y | -3.0% | -18.4% | +15.4% | +7.3% |
| 3Y | +120.3% | +41.0% | +79.3% | +56.5% |
| All | +45.2% | -3.4% | +48.6% | +39.9% |
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