+3,794.9%
RRX vs SONY
+514.2%
+3,280.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.7% | -4.9% | +4.2% | +0.7% |
| 30D | -8.0% | -1.6% | -6.4% | -7.7% |
| 3M | -25.1% | +10.0% | -35.0% | -27.7% |
| 6M | -18.3% | +8.4% | -26.7% | -20.9% |
| YTD | +14.2% | -8.4% | +22.6% | +15.9% |
| 1Y | +13.0% | -18.4% | +31.4% | +18.7% |
| 3Y | +4.2% | +41.0% | -36.8% | -7.7% |
| 5Y | +17.9% | +9.3% | +8.6% | +11.4% |
| 10Y | +220.4% | +281.7% | -61.3% | +113.0% |
| All | +3,794.9% | +514.2% | +3,280.6% | +1,974.9% |
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