+209.9%
ON vs SONY
+28.7%
+181.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.9% |
| 7D | +2.4% | -1.2% | +3.6% | +3.1% |
| 30D | -3.3% | +9.4% | -12.7% | -8.3% |
| 3M | -43.6% | +10.5% | -54.1% | -47.6% |
| 6M | +19.0% | +11.7% | +7.3% | +9.3% |
| YTD | +37.4% | -4.1% | +41.4% | +36.9% |
| 1Y | +54.8% | -11.8% | +66.5% | +61.1% |
| 3Y | -25.2% | +45.9% | -71.1% | -43.3% |
| 5Y | +62.7% | +16.3% | +46.4% | +43.4% |
| 10Y | +574.3% | +297.6% | +276.7% | +203.8% |
| All | +209.9% | +28.7% | +181.2% | +118.0% |
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