+56.8%
RGTI vs SONY
+9.6%
+47.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.6% |
| 7D | +0.5% | -2.7% | +3.1% | +2.5% |
| 30D | -17.1% | +1.5% | -18.6% | -18.8% |
| 3M | -26.0% | +13.0% | -39.0% | -35.2% |
| 6M | -9.9% | +11.2% | -21.1% | -20.1% |
| YTD | -31.1% | -6.6% | -24.4% | -28.5% |
| 1Y | -8.5% | -18.1% | +9.6% | +6.1% |
| 3Y | +652.2% | +42.1% | +610.1% | +440.1% |
| All | +56.8% | +9.6% | +47.1% | +33.2% |
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