+277.6%
UNP vs SONY
+293.1%
-15.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -1.8% | -2.7% | +0.9% | -1.1% |
| 30D | -2.7% | +1.5% | -4.3% | -3.3% |
| 3M | +6.5% | +13.0% | -6.5% | +2.5% |
| 6M | +14.4% | +11.2% | +3.2% | +10.1% |
| YTD | +24.8% | -6.6% | +31.4% | +26.2% |
| 1Y | +34.4% | -18.1% | +52.5% | +40.8% |
| 3Y | +43.6% | +42.1% | +1.5% | +24.2% |
| 5Y | +53.2% | +11.0% | +42.2% | +40.2% |
| All | +277.6% | +293.1% | -15.4% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling