+629.3%
ON vs SONY
+293.1%
+336.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.4% |
| 7D | +2.4% | -2.7% | +5.1% | +4.3% |
| 30D | -8.6% | +1.5% | -10.1% | -9.7% |
| 3M | -34.3% | +13.0% | -47.3% | -40.8% |
| 6M | +28.5% | +11.2% | +17.3% | +16.5% |
| YTD | +40.6% | -6.6% | +47.3% | +43.1% |
| 1Y | +55.3% | -18.1% | +73.4% | +72.7% |
| 3Y | -22.2% | +42.1% | -64.3% | -44.9% |
| 5Y | +62.4% | +11.0% | +51.3% | +39.6% |
| All | +629.3% | +293.1% | +336.2% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling