+1,992.3%
RSG vs SONY
+227.3%
+1,765.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | 0.0% | -4.9% | +4.9% | +0.9% |
| 30D | +3.7% | -1.6% | +5.3% | +3.9% |
| 3M | +6.2% | +10.0% | -3.8% | +4.1% |
| 6M | -2.8% | +8.4% | -11.2% | -4.7% |
| YTD | +5.9% | -8.4% | +14.3% | +7.0% |
| 1Y | -1.8% | -18.4% | +16.6% | +1.2% |
| 3Y | +57.5% | +41.0% | +16.5% | +43.7% |
| 5Y | +91.1% | +9.3% | +81.8% | +80.4% |
| 10Y | +428.1% | +281.7% | +146.4% | +278.5% |
| All | +1,992.3% | +227.3% | +1,765.0% | +1,460.3% |
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