+15.7%
RF vs SONY
-16.9%
+32.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.6% |
| 7D | +2.7% | -5.2% | +7.8% | +3.3% |
| 30D | -3.4% | +0.3% | -3.7% | -3.4% |
| 3M | +6.4% | +6.2% | +0.1% | +5.5% |
| 6M | +13.4% | +9.5% | +3.9% | +11.7% |
| YTD | +14.2% | -8.1% | +22.3% | +16.9% |
| 1Y | +15.7% | -17.9% | +33.6% | +23.2% |
| All | +15.7% | -16.9% | +32.6% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling