+130.0%
UAL vs SONY
+9.8%
+120.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.1% | -4.9% | +3.8% | +1.2% |
| 30D | -13.4% | -1.6% | -11.9% | -12.9% |
| 3M | -2.3% | +10.0% | -12.3% | -7.6% |
| 6M | +13.3% | +8.4% | +4.9% | +7.2% |
| YTD | -4.2% | -8.4% | +4.2% | -1.4% |
| 1Y | +1.4% | -18.4% | +19.7% | +10.3% |
| 3Y | +125.8% | +41.0% | +84.8% | +79.0% |
| 5Y | +130.0% | +9.3% | +120.7% | +117.2% |
| All | +130.0% | +9.8% | +120.2% | +117.2% |
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