+119.5%
RF vs SONY
+63.5%
+56.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +1.9% | +0.3% | +1.7% | +1.9% |
| 30D | +7.3% | +11.1% | -3.8% | +4.7% |
| 3M | -7.9% | +14.7% | -22.6% | -10.8% |
| 6M | +10.5% | +18.8% | -8.3% | +6.0% |
| YTD | +9.6% | +5.7% | +3.9% | +8.1% |
| 1Y | +20.3% | -8.1% | +28.4% | +23.2% |
| 3Y | +119.5% | +64.0% | +55.5% | +94.3% |
| All | +119.5% | +63.5% | +56.0% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling