-54.2%
NVD vs SONY
-16.9%
-37.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.7% |
| 7D | +10.8% | -2.7% | +13.5% | +10.1% |
| 30D | +0.8% | +1.5% | -0.8% | +1.2% |
| 3M | -20.8% | +13.0% | -33.8% | -17.8% |
| 6M | -41.2% | +11.2% | -52.4% | -37.8% |
| YTD | -44.2% | -6.6% | -37.6% | -45.2% |
| 1Y | -54.2% | -18.1% | -36.0% | -58.7% |
| All | -54.2% | -16.9% | -37.2% | -58.7% |
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