+2.3%
RF vs SONY
+31.5%
-29.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -0.9% | +6.7% | -7.6% | -1.3% |
| 30D | +6.0% | +14.8% | -8.8% | +5.3% |
| 3M | -8.9% | +16.9% | -25.8% | -9.3% |
| 6M | +2.3% | +30.2% | -27.9% | +2.4% |
| All | +2.3% | +31.5% | -29.1% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling