-22.7%
U vs SONY
+74.3%
-97.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +3.9% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +27.6% | +11.1% | +16.4% | +16.7% |
| 3M | +15.3% | +14.7% | +0.7% | +2.1% |
| 6M | +96.4% | +18.8% | +77.6% | +66.9% |
| YTD | +19.6% | +5.7% | +13.8% | +11.7% |
| 1Y | +42.1% | -8.1% | +50.2% | +50.0% |
| 3Y | +87.5% | +64.0% | +23.5% | +4.9% |
| 5Y | -73.1% | +12.6% | -85.8% | -79.6% |
| All | -22.7% | +74.3% | -97.0% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling