+67.9%
RIO vs SONY
-16.9%
+84.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | +0.9% | +1.5% | -0.6% | +0.3% |
| 3M | -1.4% | +13.0% | -14.4% | -5.3% |
| 6M | +10.9% | +11.2% | -0.3% | +6.4% |
| YTD | +31.2% | -6.6% | +37.9% | +30.0% |
| 1Y | +67.9% | -18.1% | +86.0% | +70.0% |
| All | +67.9% | -16.9% | +84.8% | +70.0% |
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