+53.7%
RMBS vs SONY
+42.2%
+11.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.0% |
| 7D | +1.8% | -2.7% | +4.5% | +3.2% |
| 30D | -13.9% | +1.5% | -15.4% | -15.1% |
| 3M | -39.8% | +13.0% | -52.8% | -45.3% |
| 6M | -6.0% | +11.2% | -17.2% | -13.7% |
| YTD | -5.4% | -6.6% | +1.3% | -2.7% |
| 1Y | -1.8% | -18.1% | +16.3% | +9.9% |
| 3Y | +53.7% | +42.1% | +11.6% | +17.6% |
| All | +53.7% | +42.2% | +11.4% | +17.6% |
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