-30.2%
RIG vs SONY
+42.2%
-72.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.3% |
| 30D | -0.5% | +1.5% | -2.1% | -1.1% |
| 3M | -6.0% | +13.0% | -19.0% | -9.6% |
| 6M | -10.1% | +11.2% | -21.4% | -13.4% |
| YTD | +37.3% | -6.6% | +43.9% | +40.2% |
| 1Y | +73.9% | -18.1% | +92.0% | +85.0% |
| 3Y | -30.2% | +42.1% | -72.2% | -36.3% |
| All | -30.2% | +42.2% | -72.4% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling