+519.9%
RVMD vs SONY
+42.2%
+477.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -3.0% | -2.7% | -0.3% | -2.3% |
| 30D | -0.7% | +1.5% | -2.3% | -1.3% |
| 3M | +36.5% | +13.0% | +23.5% | +31.3% |
| 6M | +104.6% | +11.2% | +93.4% | +97.2% |
| YTD | +155.8% | -6.6% | +162.5% | +158.4% |
| 1Y | +340.7% | -18.1% | +358.8% | +364.5% |
| 3Y | +519.9% | +42.1% | +477.9% | +388.9% |
| All | +519.9% | +42.2% | +477.7% | +388.9% |
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