+57.7%
USAR vs SONY
+40.0%
+17.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.0% |
| 7D | -9.3% | -5.8% | -3.6% | -8.4% |
| 30D | -15.2% | -0.4% | -14.8% | -15.2% |
| 3M | -21.1% | +13.3% | -34.4% | -23.4% |
| 6M | -21.6% | +8.5% | -30.1% | -23.3% |
| YTD | +34.8% | -8.1% | +42.9% | +33.9% |
| 1Y | +15.6% | -17.9% | +33.6% | +16.3% |
| All | +57.7% | +40.0% | +17.7% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling