+7.9%
RRX vs SONY
+42.2%
-34.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | -0.3% | -2.7% | +2.3% | +0.5% |
| 30D | -6.1% | +1.5% | -7.7% | -6.8% |
| 3M | -23.1% | +13.0% | -36.1% | -27.2% |
| 6M | -19.5% | +11.2% | -30.7% | -23.7% |
| YTD | +16.1% | -6.6% | +22.7% | +18.4% |
| 1Y | +12.9% | -18.1% | +31.1% | +21.7% |
| 3Y | +7.9% | +42.1% | -34.1% | -3.3% |
| All | +7.9% | +42.2% | -34.3% | -3.3% |
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 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