+520.5%
SONY vs BURL
+1,051.1%
-530.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.7% |
| 30D | +9.4% | -28.2% | +37.6% | +16.2% |
| 3M | +10.5% | -17.6% | +28.1% | +14.2% |
| 6M | +11.7% | -11.8% | +23.5% | +13.3% |
| YTD | -4.1% | -8.1% | +4.1% | -3.5% |
| 1Y | -11.8% | -12.0% | +0.2% | -11.0% |
| 3Y | +45.9% | +63.3% | -17.4% | +27.5% |
| 5Y | +16.3% | -10.8% | +27.1% | +10.2% |
| 10Y | +297.6% | +215.9% | +81.7% | +173.0% |
| All | +520.5% | +1,051.1% | -530.6% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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