+286.6%
SONY vs DVA
+187.8%
+98.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | +13.0% | -10.9% | +23.9% | +14.5% |
| 6M | +11.2% | +17.3% | -6.1% | +7.5% |
| YTD | -6.6% | +59.8% | -66.4% | -14.5% |
| 1Y | -18.1% | +36.3% | -54.4% | -23.1% |
| 3Y | +42.1% | +88.6% | -46.5% | +22.1% |
| 5Y | +11.0% | +47.5% | -36.5% | -1.6% |
| All | +286.6% | +187.8% | +98.8% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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