-27.1%
RKT vs SONY
+52.4%
-79.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | -6.3% | -2.7% | -3.6% | -5.1% |
| 30D | -6.2% | +1.5% | -7.7% | -7.0% |
| 3M | -1.9% | +13.0% | -14.9% | -7.6% |
| 6M | -13.0% | +11.2% | -24.2% | -17.9% |
| YTD | -31.9% | -6.6% | -25.3% | -30.5% |
| 1Y | -37.6% | -18.1% | -19.4% | -32.7% |
| 3Y | +36.8% | +42.1% | -5.3% | +10.0% |
| 5Y | -9.7% | +11.0% | -20.8% | -24.9% |
| All | -27.1% | +52.4% | -79.4% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling