+39.4%
RKT vs SONY
+39.5%
-0.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -1.0% | -4.9% | +4.0% | +1.0% |
| 30D | -2.4% | -1.6% | -0.8% | -1.9% |
| 3M | +1.9% | +10.0% | -8.1% | -2.4% |
| 6M | -13.9% | +8.4% | -22.3% | -17.6% |
| YTD | -30.6% | -8.4% | -22.2% | -29.2% |
| 1Y | -34.4% | -18.4% | -16.0% | -30.2% |
| All | +39.4% | +39.5% | -0.1% | +11.5% |
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 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