-11.4%
RKT vs SONY
+9.6%
-21.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.0% |
| 7D | -6.3% | -2.7% | -3.6% | -4.9% |
| 30D | -6.2% | +1.5% | -7.7% | -7.2% |
| 3M | -1.9% | +13.0% | -14.9% | -9.0% |
| 6M | -13.0% | +11.2% | -24.2% | -19.2% |
| YTD | -31.9% | -6.6% | -25.3% | -30.2% |
| 1Y | -37.6% | -18.1% | -19.4% | -31.4% |
| 3Y | +36.8% | +42.1% | -5.3% | +0.1% |
| All | -11.4% | +9.6% | -21.1% | -28.8% |
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