+165.5%
YUM vs SONY
+293.1%
-127.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -6.1% | -2.7% | -3.4% | -5.5% |
| 30D | -5.8% | +1.5% | -7.4% | -6.2% |
| 3M | -7.6% | +13.0% | -20.6% | -10.5% |
| 6M | -9.1% | +11.2% | -20.4% | -12.0% |
| YTD | -5.5% | -6.6% | +1.1% | -4.6% |
| 1Y | -3.7% | -18.1% | +14.4% | +0.2% |
| 3Y | +17.8% | +42.1% | -24.3% | +3.8% |
| 5Y | +19.3% | +11.0% | +8.2% | +10.3% |
| All | +165.5% | +293.1% | -127.5% | +85.0% |
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