+9,283.6%
UNP vs SONY
+516.6%
+8,767.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.6% |
| 7D | -0.7% | -5.2% | +4.4% | +0.5% |
| 30D | -1.1% | +0.3% | -1.4% | -1.3% |
| 3M | +7.9% | +6.2% | +1.6% | +5.9% |
| 6M | +14.6% | +9.5% | +5.1% | +11.4% |
| YTD | +26.6% | -8.1% | +34.7% | +28.0% |
| 1Y | +35.6% | -17.9% | +53.5% | +40.5% |
| 3Y | +45.5% | +41.5% | +4.0% | +30.2% |
| 5Y | +50.0% | +11.8% | +38.2% | +39.9% |
| 10Y | +271.8% | +275.4% | -3.6% | +155.6% |
| All | +9,283.6% | +516.6% | +8,767.1% | +4,705.9% |
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