+375.7%
SONY vs RACE
+729.2%
-353.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | +0.3% | -1.2% | +1.5% | +0.7% |
| 30D | +11.1% | +6.1% | +5.0% | +8.5% |
| 3M | +14.7% | -0.3% | +14.9% | +14.4% |
| 6M | +18.8% | +23.4% | -4.6% | +8.7% |
| YTD | +5.7% | +12.5% | -6.8% | -0.3% |
| 1Y | -8.1% | -0.5% | -7.6% | -9.1% |
| 3Y | +64.0% | +23.6% | +40.4% | +41.5% |
| 5Y | +12.6% | +65.4% | -52.8% | -16.3% |
| All | +375.7% | +729.2% | -353.5% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling