+15.8%
RTX vs SONY
-9.8%
+25.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +6.5% | +11.1% | -4.6% | +4.6% |
| 3M | -9.6% | +14.7% | -24.3% | -11.8% |
| 6M | +12.3% | +18.8% | -6.5% | +8.9% |
| YTD | +9.5% | +5.7% | +3.7% | +8.5% |
| 1Y | +15.8% | -8.1% | +23.9% | +18.0% |
| All | +15.8% | -9.8% | +25.6% | +18.0% |
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 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