+92.0%
RIO vs SONY
+8.8%
+83.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -3.4% | -5.8% | +2.4% | -1.7% |
| 30D | +0.6% | -0.4% | +1.0% | +0.5% |
| 3M | +2.5% | +13.3% | -10.8% | -1.7% |
| 6M | +10.8% | +8.5% | +2.3% | +7.5% |
| YTD | +30.5% | -8.1% | +38.6% | +32.5% |
| 1Y | +68.1% | -17.9% | +86.0% | +75.8% |
| 3Y | +94.0% | +41.4% | +52.6% | +68.8% |
| 5Y | +92.0% | +9.3% | +82.7% | +60.0% |
| All | +92.0% | +8.8% | +83.2% | +60.0% |
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 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