+1,514.2%
RF vs SONY
+543.6%
+970.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | +8.1% | +10.5% | -2.4% | +4.0% |
| 6M | +11.5% | +11.7% | -0.2% | +6.4% |
| YTD | +15.6% | -4.1% | +19.6% | +15.8% |
| 1Y | +15.7% | -11.8% | +27.5% | +18.8% |
| 3Y | +86.9% | +45.9% | +41.0% | +58.6% |
| 5Y | +89.8% | +16.3% | +73.5% | +71.6% |
| 10Y | +344.7% | +297.6% | +47.1% | +161.6% |
| All | +1,514.2% | +543.6% | +970.6% | +615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling