+41.5%
SONY vs DAR
+14.9%
+26.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.5% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | +0.3% | +13.0% | -12.7% | -1.2% |
| 3M | +6.2% | +15.0% | -8.8% | +4.2% |
| 6M | +9.5% | +26.8% | -17.3% | +5.8% |
| YTD | -8.1% | +86.4% | -94.5% | -15.9% |
| 1Y | -17.9% | +115.1% | -133.0% | -26.6% |
| 3Y | +41.5% | +14.6% | +26.9% | +34.9% |
| All | +41.5% | +14.9% | +26.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling