-4.4%
RMD vs SONY
+12.1%
-16.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.2% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +2.1% | +11.1% | -9.0% | -0.8% |
| 3M | +6.2% | +14.7% | -8.4% | +2.2% |
| 6M | +19.4% | +18.8% | +0.6% | +13.4% |
| YTD | +0.5% | +5.7% | -5.2% | -1.7% |
| 1Y | -3.9% | -8.1% | +4.1% | -2.3% |
| 3Y | +72.5% | +64.0% | +8.6% | +43.2% |
| All | -4.4% | +12.1% | -16.4% | -10.2% |
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