-14.4%
RUN vs SONY
+361.8%
-376.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.2% | +7.9% | +6.2% |
| 7D | +10.2% | -5.2% | +15.3% | +13.5% |
| 30D | -9.6% | +0.3% | -9.9% | -10.1% |
| 3M | -31.5% | +6.2% | -37.7% | -34.8% |
| 6M | -18.7% | +9.5% | -28.2% | -24.8% |
| YTD | -49.9% | -8.1% | -41.8% | -48.5% |
| 1Y | -45.5% | -17.9% | -27.6% | -39.9% |
| 3Y | -34.1% | +41.5% | -75.6% | -50.2% |
| 5Y | -79.4% | +11.8% | -91.3% | -81.9% |
| 10Y | +48.9% | +275.4% | -226.5% | -14.8% |
| All | -14.4% | +361.8% | -376.1% | -47.4% |
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