+34.4%
TSLA vs SONY
+39.5%
-5.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +3.0% | -4.9% | +7.9% | +5.8% |
| 30D | +11.2% | -1.6% | +12.8% | +11.8% |
| 3M | -7.3% | +10.0% | -17.3% | -13.1% |
| 6M | -7.7% | +8.4% | -16.2% | -13.5% |
| YTD | -18.2% | -8.4% | -9.8% | -14.9% |
| 1Y | +6.0% | -18.4% | +24.4% | +18.5% |
| All | +34.4% | +39.5% | -5.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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