+18.8%
NVDL vs SONY
-16.9%
+35.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -10.3% | -2.7% | -7.6% | -9.7% |
| 30D | -7.1% | +1.5% | -8.6% | -7.8% |
| 3M | +6.6% | +13.0% | -6.4% | +1.3% |
| 6M | +21.1% | +11.2% | +9.8% | +15.3% |
| YTD | +15.2% | -6.6% | +21.9% | +17.9% |
| 1Y | +18.8% | -18.1% | +36.9% | +33.7% |
| All | +18.8% | -16.9% | +35.7% | +33.7% |
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