+533.3%
SONY vs DVA
+5,118.1%
-4,584.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -0.4% | +1.7% | -2.1% | -0.6% |
| 3M | +13.3% | -8.7% | +22.0% | +14.3% |
| 6M | +8.5% | +19.7% | -11.2% | +5.1% |
| YTD | -8.1% | +59.6% | -67.7% | -14.8% |
| 1Y | -17.9% | +37.1% | -55.0% | -22.4% |
| 3Y | +41.4% | +89.8% | -48.3% | +25.5% |
| 5Y | +9.3% | +47.4% | -38.1% | -1.3% |
| 10Y | +283.0% | +184.9% | +98.1% | +208.1% |
| All | +533.3% | +5,118.1% | -4,584.9% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling