+91.5%
USB vs SONY
+57.9%
+33.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | 0.0% | +6.7% | -6.7% | -1.6% |
| 30D | +5.8% | +14.8% | -9.0% | +2.3% |
| 3M | -6.0% | +16.9% | -22.8% | -9.6% |
| 6M | +7.8% | +30.2% | -22.5% | +0.3% |
| YTD | +14.6% | +5.5% | +9.1% | +13.0% |
| 1Y | +31.8% | -4.6% | +36.3% | +33.6% |
| 3Y | +91.5% | +57.2% | +34.3% | +67.8% |
| All | +91.5% | +57.9% | +33.6% | +67.8% |
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