+1,402.2%
RF vs SONY
+607.5%
+794.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -0.9% | +6.7% | -7.6% | -3.2% |
| 30D | +6.0% | +14.8% | -8.8% | +1.1% |
| 3M | -8.9% | +16.9% | -25.8% | -13.8% |
| 6M | +2.3% | +30.2% | -27.9% | -7.3% |
| YTD | +7.6% | +5.5% | +2.1% | +4.2% |
| 1Y | +21.2% | -4.6% | +25.7% | +21.1% |
| 3Y | +108.5% | +57.2% | +51.3% | +72.2% |
| 5Y | +43.2% | +12.1% | +31.2% | +31.0% |
| 10Y | +288.1% | +361.6% | -73.5% | +117.3% |
| All | +1,402.2% | +607.5% | +794.7% | +543.8% |
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 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