+350.6%
SONY vs URA
-50.4%
+401.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.3% |
| 7D | +5.2% | +0.3% | +4.9% | +4.8% |
| 30D | +10.7% | -14.8% | +25.5% | +15.2% |
| 3M | +12.1% | -25.3% | +37.4% | +20.4% |
| 6M | +32.6% | -39.9% | +72.5% | +50.2% |
| YTD | +4.3% | -22.4% | +26.8% | +7.7% |
| 1Y | -4.5% | -29.0% | +24.5% | +0.8% |
| 3Y | +56.9% | +41.0% | +15.9% | +26.5% |
| 5Y | +12.5% | +38.3% | -25.9% | -12.4% |
| 10Y | +371.7% | +276.1% | +95.7% | +133.8% |
| All | +350.6% | -50.4% | +401.0% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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