+16.8%
RF vs SONY
-11.5%
+28.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +0.4% | -3.2% | +3.5% | +0.7% |
| 30D | +5.6% | +9.6% | -4.0% | +4.4% |
| 3M | -8.9% | +13.3% | -22.1% | -10.1% |
| 6M | +7.1% | +20.3% | -13.2% | +5.1% |
| YTD | +8.3% | +4.1% | +4.2% | +9.5% |
| 1Y | +16.8% | -11.9% | +28.7% | +23.8% |
| All | +16.8% | -11.5% | +28.3% | +23.8% |
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 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