-99.1%
NVD vs SONY
+46.5%
-145.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +1.5% |
| 7D | +10.8% | -2.7% | +13.5% | +8.7% |
| 30D | +0.8% | +1.5% | -0.8% | +1.8% |
| 3M | -20.8% | +13.0% | -33.8% | -13.7% |
| 6M | -41.2% | +11.2% | -52.4% | -35.1% |
| YTD | -44.2% | -6.6% | -37.6% | -47.6% |
| 1Y | -54.2% | -18.1% | -36.0% | -61.6% |
| 3Y | -99.1% | +42.1% | -141.2% | -98.6% |
| All | -99.1% | +46.5% | -145.6% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling