+1,059.0%
RMBS vs SONY
+246.7%
+812.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.5% | -4.9% | +8.4% | +5.9% |
| 30D | -8.6% | -1.6% | -7.0% | -8.2% |
| 3M | -40.3% | +10.0% | -50.3% | -43.8% |
| 6M | -1.0% | +8.4% | -9.4% | -6.0% |
| YTD | -4.6% | -8.4% | +3.8% | -1.8% |
| 1Y | +17.6% | -18.4% | +35.9% | +27.9% |
| 3Y | +58.6% | +41.0% | +17.7% | +31.9% |
| 5Y | +270.9% | +9.3% | +261.7% | +246.5% |
| 10Y | +569.1% | +281.7% | +287.4% | +236.8% |
| All | +1,059.0% | +246.7% | +812.4% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling