-11.9%
SONY vs RACE
-4.6%
-7.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.4% |
| 7D | -3.2% | -4.0% | +0.8% | -2.0% |
| 30D | +9.6% | +3.5% | +6.0% | +8.1% |
| 3M | +13.3% | -0.4% | +13.7% | +13.0% |
| 6M | +20.3% | +23.2% | -2.8% | +11.6% |
| YTD | +4.1% | +11.0% | -6.8% | -0.5% |
| 1Y | -11.9% | -2.2% | -9.7% | -11.0% |
| All | -11.9% | -4.6% | -7.3% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling