+288.3%
SONY vs BB
+266.8%
+21.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -4.5% |
| 7D | -5.2% | +0.5% | -5.7% | -5.2% |
| 30D | +0.3% | -12.4% | +12.7% | +1.8% |
| 3M | +6.2% | -15.3% | +21.5% | +7.2% |
| 6M | +9.5% | +128.8% | -119.2% | -4.2% |
| YTD | -8.1% | +107.7% | -115.7% | -18.6% |
| 1Y | -17.9% | +103.9% | -121.8% | -27.4% |
| 3Y | +41.5% | +72.6% | -31.1% | +23.0% |
| 5Y | +11.8% | -24.3% | +36.1% | +5.3% |
| 10Y | +275.4% | +3.1% | +272.3% | +196.0% |
| All | +288.3% | +266.8% | +21.5% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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