-37.1%
RUN vs SONY
+40.0%
-77.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.1% |
| 7D | -3.4% | -5.8% | +2.4% | -0.6% |
| 30D | -14.0% | -0.4% | -13.6% | -14.1% |
| 3M | -27.5% | +13.3% | -40.8% | -33.0% |
| 6M | -29.0% | +8.5% | -37.5% | -33.3% |
| YTD | -53.1% | -8.1% | -45.0% | -51.6% |
| 1Y | -46.7% | -17.9% | -28.8% | -41.1% |
| All | -37.1% | +40.0% | -77.1% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling