+9.3%
SONY vs DAR
-8.0%
+17.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -1.6% | +7.4% | -9.0% | -2.9% |
| 3M | +10.0% | +15.7% | -5.7% | +6.8% |
| 6M | +8.4% | +30.0% | -21.6% | +2.8% |
| YTD | -8.4% | +87.5% | -96.0% | -19.0% |
| 1Y | -18.4% | +113.4% | -131.7% | -29.8% |
| 3Y | +41.0% | +15.3% | +25.7% | +33.5% |
| 5Y | +9.3% | -4.3% | +13.6% | +3.7% |
| All | +9.3% | -8.0% | +17.3% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling