+30.2%
OMC vs SONY
+9.6%
+20.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -4.4% | -2.7% | -1.7% | -3.7% |
| 30D | -7.6% | +1.5% | -9.1% | -8.0% |
| 3M | +4.5% | +13.0% | -8.5% | +1.0% |
| 6M | -0.3% | +11.2% | -11.5% | -3.5% |
| YTD | -0.1% | -6.6% | +6.5% | +1.2% |
| 1Y | +4.6% | -18.1% | +22.8% | +9.4% |
| 3Y | +10.5% | +42.1% | -31.6% | -4.1% |
| All | +30.2% | +9.6% | +20.5% | +16.5% |
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