+365.5%
SONY vs COO
+41.7%
+323.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +2.1% | -2.3% | +4.4% | +2.9% |
| 30D | +9.2% | +13.3% | -4.1% | +4.4% |
| 3M | +12.2% | -18.1% | +30.3% | +19.6% |
| 6M | +24.4% | +6.7% | +17.7% | +19.4% |
| YTD | +3.5% | -23.2% | +26.7% | +12.2% |
| 1Y | -9.2% | -12.3% | +3.1% | -6.7% |
| 3Y | +55.6% | -23.6% | +79.2% | +62.7% |
| 5Y | +12.0% | -38.7% | +50.7% | +25.5% |
| All | +365.5% | +41.7% | +323.8% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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