+92.5%
USB vs SONY
+61.1%
+31.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -3.6% |
| 7D | -1.5% | +8.1% | -9.6% | -3.4% |
| 30D | +4.3% | +15.5% | -11.2% | +0.7% |
| 3M | -6.1% | +22.7% | -28.8% | -10.7% |
| 6M | +9.4% | +36.9% | -27.5% | +0.4% |
| YTD | +15.2% | +7.6% | +7.6% | +13.0% |
| 1Y | +32.8% | -1.9% | +34.7% | +33.7% |
| All | +92.5% | +61.1% | +31.4% | +67.9% |
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