+251.3%
UAL vs SONY
+196.4%
+54.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.2% |
| 7D | +0.7% | -1.2% | +1.9% | +1.2% |
| 30D | -16.1% | +9.4% | -25.6% | -19.8% |
| 3M | +6.1% | +10.5% | -4.3% | +0.3% |
| 6M | +10.8% | +11.7% | -0.8% | +3.8% |
| YTD | -0.4% | -4.1% | +3.7% | 0.0% |
| 1Y | +5.0% | -11.8% | +16.8% | +9.2% |
| 3Y | +124.0% | +45.9% | +78.1% | +79.8% |
| 5Y | +141.0% | +16.3% | +124.7% | +112.9% |
| 10Y | +118.0% | +297.6% | -179.6% | +4.3% |
| All | +251.3% | +196.4% | +54.9% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling