-5.4%
RKT vs SONY
+12.1%
-17.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.9% |
| 7D | -9.0% | +0.3% | -9.2% | -9.1% |
| 30D | +30.2% | +11.1% | +19.1% | +22.7% |
| 3M | -8.8% | +14.7% | -23.5% | -15.8% |
| 6M | -0.9% | +18.8% | -19.7% | -11.0% |
| YTD | -29.2% | +5.7% | -34.9% | -32.3% |
| 1Y | -20.1% | -8.1% | -12.0% | -17.2% |
| 3Y | +81.3% | +64.0% | +17.3% | +20.7% |
| All | -5.4% | +12.1% | -17.5% | -26.3% |
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 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