+90.1%
RF vs SONY
+16.3%
+73.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +1.3% | -1.2% | +2.5% | +1.7% |
| 30D | -3.6% | +9.4% | -13.1% | -6.5% |
| 3M | +8.1% | +10.5% | -2.4% | +4.2% |
| 6M | +11.5% | +11.7% | -0.2% | +6.6% |
| YTD | +15.6% | -4.1% | +19.6% | +16.5% |
| 1Y | +15.7% | -11.8% | +27.5% | +19.7% |
| 3Y | +86.9% | +45.9% | +41.0% | +55.1% |
| All | +90.1% | +16.3% | +73.8% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling