-20.1%
NVDL vs SONY
-6.4%
-13.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.2% |
| 7D | -14.0% | +2.9% | -16.9% | -14.2% |
| 30D | -31.2% | +10.2% | -41.4% | -32.0% |
| 3M | -15.5% | +16.1% | -31.6% | -18.1% |
| 6M | -10.3% | +32.1% | -42.4% | -17.3% |
| YTD | -5.8% | +1.4% | -7.2% | -7.1% |
| 1Y | -20.1% | -7.0% | -13.1% | -18.8% |
| All | -20.1% | -6.4% | -13.7% | -18.8% |
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