-39.6%
ZBRA vs SONY
+9.6%
-49.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | -3.4% | -2.7% | -0.7% | -2.2% |
| 30D | -7.4% | +1.5% | -8.9% | -8.2% |
| 3M | +57.5% | +13.0% | +44.5% | +47.4% |
| 6M | +64.0% | +11.2% | +52.8% | +53.9% |
| YTD | +44.3% | -6.6% | +50.9% | +47.6% |
| 1Y | +10.9% | -18.1% | +29.0% | +21.0% |
| 3Y | +37.5% | +42.1% | -4.6% | +9.4% |
| All | -39.6% | +9.6% | -49.2% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling