+485.4%
P vs SONY
+393.5%
+91.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.2% |
| 7D | +6.5% | -1.2% | +7.7% | +7.2% |
| 30D | +18.8% | +9.4% | +9.4% | +13.2% |
| 3M | +26.7% | +10.5% | +16.3% | +19.1% |
| 6M | +62.2% | +11.7% | +50.5% | +50.9% |
| YTD | +48.5% | -4.1% | +52.6% | +49.2% |
| 1Y | +26.4% | -11.8% | +38.2% | +32.1% |
| 3Y | +159.4% | +45.9% | +113.5% | +102.9% |
| 5Y | +275.8% | +16.3% | +259.5% | +227.1% |
| 10Y | +732.0% | +297.6% | +434.4% | +358.3% |
| All | +485.4% | +393.5% | +91.8% | +206.2% |
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