+96.5%
UAL vs SONY
+364.7%
-268.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +2.3% | +2.1% | +0.2% | +1.0% |
| 30D | +13.3% | +9.2% | +4.1% | +8.5% |
| 3M | -6.3% | +12.2% | -18.5% | -11.6% |
| 6M | +22.5% | +24.4% | -1.9% | +8.8% |
| YTD | +5.9% | +3.5% | +2.4% | +2.4% |
| 1Y | +24.7% | -9.2% | +33.8% | +28.3% |
| 3Y | +211.6% | +55.6% | +156.0% | +141.2% |
| 5Y | +130.6% | +12.0% | +118.6% | +105.8% |
| 10Y | +96.5% | +363.7% | -267.2% | +1.4% |
| All | +96.5% | +364.7% | -268.3% | +1.4% |
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