+49.5%
RMD vs SONY
+39.5%
+10.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | -4.9% | +0.2% | -3.7% |
| 30D | +0.2% | -1.6% | +1.8% | +0.6% |
| 3M | +12.0% | +10.0% | +2.0% | +9.6% |
| 6M | -12.5% | +8.4% | -20.9% | -14.4% |
| YTD | -7.9% | -8.4% | +0.5% | -6.7% |
| 1Y | -20.4% | -18.4% | -2.0% | -17.5% |
| All | +49.5% | +39.5% | +10.0% | +32.1% |
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