+280.3%
UAL vs SONY
+222.3%
+58.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +12.5% | +5.2% | +7.3% | +9.6% |
| 30D | +12.2% | +10.7% | +1.5% | +6.7% |
| 3M | -2.6% | +12.1% | -14.7% | -8.1% |
| 6M | +21.1% | +32.6% | -11.5% | +4.2% |
| YTD | +7.8% | +4.3% | +3.5% | +3.8% |
| 1Y | +25.4% | -4.5% | +29.9% | +25.6% |
| 3Y | +217.3% | +56.9% | +160.5% | +145.7% |
| 5Y | +132.9% | +12.5% | +120.4% | +108.7% |
| 10Y | +101.1% | +371.7% | -270.6% | -11.2% |
| All | +280.3% | +222.3% | +58.0% | +65.1% |
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