+17.9%
RSP vs SONY
-11.5%
+29.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.8% | -3.2% | +5.0% | +2.2% |
| 30D | +3.5% | +9.6% | -6.1% | +2.0% |
| 3M | +0.2% | +13.3% | -13.0% | -1.7% |
| 6M | +9.1% | +20.3% | -11.2% | +5.9% |
| YTD | +16.6% | +4.1% | +12.5% | +16.4% |
| 1Y | +17.9% | -11.9% | +29.8% | +23.3% |
| All | +17.9% | -11.5% | +29.4% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling