+169.1%
SONY vs NTR
+98.7%
+70.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.0% |
| 7D | -5.8% | -2.5% | -3.3% | -5.2% |
| 30D | -0.4% | +17.0% | -17.4% | -4.3% |
| 3M | +13.3% | +22.2% | -8.9% | +7.3% |
| 6M | +8.5% | +5.2% | +3.3% | +6.2% |
| YTD | -8.1% | +29.7% | -37.8% | -15.1% |
| 1Y | -17.9% | +39.4% | -57.3% | -25.8% |
| 3Y | +41.4% | +38.2% | +3.3% | +25.9% |
| 5Y | +9.3% | +47.6% | -38.3% | -12.3% |
| All | +169.1% | +98.7% | +70.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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