+0.5%
RGTI vs SONY
-10.8%
+11.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.1% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | -9.4% | +9.4% | -18.9% | -14.7% |
| 3M | -37.1% | +10.5% | -47.6% | -41.5% |
| 6M | -14.4% | +11.7% | -26.1% | -22.9% |
| YTD | -31.4% | -4.1% | -27.3% | -32.4% |
| 1Y | +0.5% | -11.8% | +12.3% | +12.0% |
| All | +0.5% | -10.8% | +11.3% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling