-20.9%
RMD vs SONY
+9.6%
-30.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -4.4% | -2.7% | -1.7% | -3.7% |
| 30D | -3.1% | +1.5% | -4.7% | -3.6% |
| 3M | +13.8% | +13.0% | +0.8% | +9.9% |
| 6M | -8.6% | +11.2% | -19.8% | -11.7% |
| YTD | -8.6% | -6.6% | -2.0% | -7.5% |
| 1Y | -19.7% | -18.1% | -1.6% | -15.9% |
| 3Y | +48.4% | +42.1% | +6.3% | +28.3% |
| All | -20.9% | +9.6% | -30.6% | -26.4% |
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