+1,144.5%
RSP vs SONY
+561.6%
+582.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +4.3% | +11.1% | -6.8% | +0.5% |
| 3M | -0.3% | +14.7% | -15.0% | -5.1% |
| 6M | +9.8% | +18.8% | -9.0% | +2.8% |
| YTD | +16.8% | +5.7% | +11.1% | +13.1% |
| 1Y | +19.5% | -8.1% | +27.5% | +21.2% |
| 3Y | +65.1% | +64.0% | +1.2% | +33.9% |
| 5Y | +48.7% | +12.6% | +36.1% | +34.9% |
| 10Y | +213.6% | +373.8% | -160.3% | +67.0% |
| All | +1,144.5% | +561.6% | +582.9% | +396.4% |
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