+104.2%
UAL vs SONY
+276.5%
-172.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.1% | -4.9% | +3.8% | +1.1% |
| 30D | -13.4% | -1.6% | -11.9% | -13.0% |
| 3M | -2.3% | +10.0% | -12.3% | -7.3% |
| 6M | +13.3% | +8.4% | +4.9% | +7.5% |
| YTD | -4.2% | -8.4% | +4.2% | -1.7% |
| 1Y | +1.4% | -18.4% | +19.7% | +9.5% |
| 3Y | +125.8% | +41.0% | +84.8% | +83.5% |
| 5Y | +130.0% | +9.3% | +120.7% | +108.2% |
| 10Y | +104.2% | +281.7% | -177.5% | +15.1% |
| All | +104.2% | +276.5% | -172.2% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling