+24.7%
UAL vs SONY
-10.0%
+34.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +2.3% | +2.1% | +0.2% | +1.6% |
| 30D | +13.3% | +9.2% | +4.1% | +10.6% |
| 3M | -6.3% | +12.2% | -18.5% | -9.3% |
| 6M | +22.5% | +24.4% | -1.9% | +13.0% |
| YTD | +5.9% | +3.5% | +2.4% | +5.7% |
| 1Y | +24.7% | -9.2% | +33.8% | +37.1% |
| All | +24.7% | -10.0% | +34.6% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling