+54.1%
ZM vs SONY
+159.6%
-105.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -5.7% | -2.7% | -3.0% | -4.6% |
| 30D | -9.1% | +1.5% | -10.6% | -9.8% |
| 3M | +3.5% | +13.0% | -9.5% | -2.0% |
| 6M | +25.7% | +11.2% | +14.5% | +19.2% |
| YTD | +10.8% | -6.6% | +17.4% | +12.7% |
| 1Y | +12.8% | -18.1% | +30.9% | +20.9% |
| 3Y | +33.1% | +42.1% | -8.9% | +6.7% |
| 5Y | -68.3% | +11.0% | -79.3% | -72.3% |
| All | +54.1% | +159.6% | -105.5% | -11.9% |
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 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