+420.8%
RSG vs SONY
+293.1%
+127.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.5% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | +4.0% | +1.5% | +2.4% | +3.6% |
| 3M | +7.4% | +13.0% | -5.6% | +5.0% |
| 6M | +0.1% | +11.2% | -11.1% | -2.2% |
| YTD | +6.0% | -6.6% | +12.7% | +6.9% |
| 1Y | -3.0% | -18.1% | +15.1% | 0.0% |
| 3Y | +56.5% | +42.1% | +14.4% | +42.6% |
| 5Y | +90.9% | +11.0% | +79.9% | +80.5% |
| All | +420.8% | +293.1% | +127.8% | +270.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling