+54.5%
USAR vs SONY
+30.8%
+23.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -11.6% | -2.7% | -9.0% | -11.2% |
| 30D | -15.5% | +1.5% | -17.0% | -15.8% |
| 3M | -31.0% | +13.0% | -44.0% | -32.9% |
| 6M | -26.2% | +11.2% | -37.4% | -28.1% |
| YTD | +30.8% | -6.6% | +37.4% | +29.5% |
| 1Y | +7.1% | -18.1% | +25.2% | +7.4% |
| 3Y | +53.0% | +42.1% | +10.9% | +55.5% |
| All | +54.5% | +30.8% | +23.7% | +57.0% |
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