+336.7%
RF vs SONY
+271.8%
+64.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +0.4% |
| 7D | +2.7% | -5.2% | +7.8% | +4.7% |
| 30D | -3.4% | +0.3% | -3.7% | -3.6% |
| 3M | +6.4% | +6.2% | +0.1% | +3.3% |
| 6M | +13.4% | +9.5% | +3.9% | +8.3% |
| YTD | +14.2% | -8.1% | +22.3% | +16.6% |
| 1Y | +15.7% | -17.9% | +33.6% | +23.1% |
| 3Y | +91.3% | +41.5% | +49.8% | +57.7% |
| 5Y | +89.8% | +11.8% | +77.9% | +68.9% |
| 10Y | +336.7% | +275.4% | +61.3% | +180.8% |
| All | +336.7% | +271.8% | +64.9% | +180.8% |
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