-18.4%
SONY vs RACE
-14.8%
-3.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -4.9% | -2.6% | -2.3% | -4.3% |
| 30D | -1.6% | -1.1% | -0.5% | -1.4% |
| 3M | +10.0% | +12.5% | -2.5% | +6.8% |
| 6M | +8.4% | +17.4% | -9.0% | +4.0% |
| YTD | -8.4% | +10.1% | -18.6% | -11.6% |
| 1Y | -18.4% | -15.1% | -3.2% | -21.0% |
| All | -18.4% | -14.8% | -3.6% | -21.0% |
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