+5,838.5%
OMC vs SONY
+516.6%
+5,321.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.7% |
| 7D | -5.8% | -5.2% | -0.6% | -4.4% |
| 30D | -4.8% | +0.3% | -5.1% | -4.9% |
| 3M | +9.2% | +6.2% | +3.0% | +7.3% |
| 6M | -2.5% | +9.5% | -12.0% | -5.3% |
| YTD | +2.6% | -8.1% | +10.6% | +4.2% |
| 1Y | +5.9% | -17.9% | +23.9% | +10.5% |
| 3Y | +14.2% | +41.5% | -27.3% | +1.1% |
| 5Y | +33.2% | +11.8% | +21.4% | +24.0% |
| 10Y | +33.4% | +275.4% | -242.0% | -12.7% |
| All | +5,838.5% | +516.6% | +5,321.9% | +3,155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling