+217.2%
UPS vs SONY
+62.5%
+154.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -3.7% | -4.9% | +1.2% | -2.6% |
| 30D | -3.7% | -1.6% | -2.1% | -3.4% |
| 3M | -6.6% | +10.0% | -16.5% | -8.9% |
| 6M | +2.6% | +8.4% | -5.9% | 0.0% |
| YTD | +4.8% | -8.4% | +13.2% | +6.1% |
| 1Y | +25.3% | -18.4% | +43.6% | +30.0% |
| 3Y | -26.9% | +41.0% | -67.8% | -34.1% |
| 5Y | -33.5% | +9.3% | -42.8% | -37.1% |
| 10Y | +36.1% | +281.7% | -245.6% | -4.3% |
| All | +217.2% | +62.5% | +154.7% | +120.4% |
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