+42.1%
SONY vs DVA
+89.6%
-47.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | +13.0% | -10.9% | +23.9% | +13.3% |
| 6M | +11.2% | +17.3% | -6.1% | +10.7% |
| YTD | -6.6% | +59.8% | -66.4% | -7.6% |
| 1Y | -18.1% | +36.3% | -54.4% | -18.8% |
| 3Y | +42.1% | +88.6% | -46.5% | +41.3% |
| All | +42.1% | +89.6% | -47.6% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling