+618.6%
RVMD vs SONY
+73.5%
+545.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | -4.9% | +4.2% | +1.7% |
| 30D | +0.3% | -1.6% | +1.9% | +0.8% |
| 3M | +38.9% | +10.0% | +28.9% | +30.8% |
| 6M | +108.1% | +8.4% | +99.7% | +96.5% |
| YTD | +160.7% | -8.4% | +169.2% | +167.4% |
| 1Y | +407.3% | -18.4% | +425.6% | +451.9% |
| 3Y | +546.6% | +41.0% | +505.6% | +378.7% |
| 5Y | +579.8% | +9.3% | +570.5% | +492.0% |
| All | +618.6% | +73.5% | +545.1% | +318.0% |
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 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