-19.7%
RMD vs SONY
-16.9%
-2.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -4.4% | -2.7% | -1.7% | -4.0% |
| 30D | -3.1% | +1.5% | -4.7% | -3.4% |
| 3M | +13.8% | +13.0% | +0.8% | +11.4% |
| 6M | -8.6% | +11.2% | -19.8% | -10.6% |
| YTD | -8.6% | -6.6% | -2.0% | -9.6% |
| 1Y | -19.7% | -18.1% | -1.6% | -19.7% |
| All | -19.7% | -16.9% | -2.7% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling