+132.9%
UAL vs SONY
+12.1%
+120.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | +12.5% | +5.2% | +7.3% | +9.5% |
| 30D | +12.2% | +10.7% | +1.5% | +6.5% |
| 3M | -2.6% | +12.1% | -14.7% | -8.3% |
| 6M | +21.1% | +32.6% | -11.5% | +3.1% |
| YTD | +7.8% | +4.3% | +3.5% | +4.0% |
| 1Y | +25.4% | -4.5% | +29.9% | +26.5% |
| 3Y | +217.3% | +56.9% | +160.5% | +137.9% |
| 5Y | +132.9% | +12.5% | +120.4% | +108.8% |
| All | +132.9% | +12.1% | +120.8% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling