+41,132.7%
RMD vs SONY
+512.3%
+40,620.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | +2.2% | +9.4% | -7.2% | -0.3% |
| 3M | +17.8% | +10.5% | +7.4% | +14.5% |
| 6M | -11.3% | +11.7% | -23.0% | -14.4% |
| YTD | -4.4% | -4.1% | -0.4% | -4.1% |
| 1Y | -15.7% | -11.8% | -3.9% | -13.8% |
| 3Y | +47.7% | +45.9% | +1.8% | +29.4% |
| 5Y | -19.2% | +16.3% | -35.5% | -25.8% |
| 10Y | +280.4% | +297.6% | -17.2% | +148.5% |
| All | +41,132.7% | +512.3% | +40,620.4% | +18,340.3% |
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