+474.2%
SONY vs DAR
+1,481.7%
-1,007.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.5% |
| 7D | -3.2% | +9.2% | -12.4% | -3.8% |
| 30D | +9.6% | -12.3% | +21.8% | +10.4% |
| 3M | +13.3% | -12.7% | +26.0% | +14.1% |
| 6M | +20.3% | -12.8% | +33.1% | +21.1% |
| YTD | +4.1% | +53.8% | -49.6% | +0.8% |
| 1Y | -11.9% | +60.3% | -72.2% | -15.0% |
| 3Y | +56.6% | +31.7% | +24.9% | +51.6% |
| 5Y | +10.9% | -27.7% | +38.7% | +10.9% |
| 10Y | +366.6% | +309.8% | +56.9% | +316.1% |
| All | +474.2% | +1,481.7% | -1,007.5% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling