+50.4%
RSP vs SONY
+11.0%
+39.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.3% | +2.1% | -2.4% | -1.0% |
| 30D | +4.4% | +9.2% | -4.8% | +1.7% |
| 3M | +1.3% | +12.2% | -10.9% | -2.3% |
| 6M | +10.0% | +24.4% | -14.4% | +2.5% |
| YTD | +17.6% | +3.5% | +14.1% | +15.6% |
| 1Y | +19.2% | -9.2% | +28.4% | +21.9% |
| 3Y | +66.0% | +55.6% | +10.4% | +38.8% |
| 5Y | +50.4% | +12.0% | +38.5% | +34.0% |
| All | +50.4% | +11.0% | +39.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling