+2.0%
RDW vs SONY
+18.5%
-16.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.2% |
| 7D | +0.9% | -2.7% | +3.5% | +2.2% |
| 30D | -21.3% | +1.5% | -22.8% | -22.4% |
| 3M | -37.9% | +13.0% | -50.9% | -43.0% |
| 6M | +12.3% | +11.2% | +1.0% | +3.6% |
| YTD | +39.7% | -6.6% | +46.4% | +43.0% |
| 1Y | +25.7% | -18.1% | +43.8% | +37.7% |
| 3Y | +230.8% | +42.1% | +188.8% | +152.7% |
| 5Y | -8.8% | +11.0% | -19.8% | -21.1% |
| All | +2.0% | +18.5% | -16.5% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling