+1,127.7%
RSP vs SONY
+500.3%
+627.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -0.3% | +9.4% | -9.8% | -3.4% |
| 3M | +4.3% | +10.5% | -6.2% | +0.4% |
| 6M | +8.8% | +11.7% | -2.9% | +3.9% |
| YTD | +15.3% | -4.1% | +19.3% | +15.6% |
| 1Y | +18.3% | -11.8% | +30.1% | +21.6% |
| 3Y | +52.8% | +45.9% | +6.9% | +29.0% |
| 5Y | +51.7% | +16.3% | +35.4% | +36.1% |
| 10Y | +208.5% | +297.6% | -89.1% | +74.6% |
| All | +1,127.7% | +500.3% | +627.5% | +407.3% |
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