+11.9%
SONY vs RACE
+65.0%
-53.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +6.7% | +5.1% | +1.6% | +4.7% |
| 30D | +14.8% | +7.7% | +7.1% | +11.6% |
| 3M | +16.9% | +2.2% | +14.7% | +15.7% |
| 6M | +30.2% | +23.8% | +6.5% | +19.6% |
| YTD | +5.5% | +13.9% | -8.4% | -0.6% |
| 1Y | -4.6% | +3.8% | -8.3% | -7.0% |
| 3Y | +57.2% | +28.0% | +29.2% | +30.8% |
| All | +11.9% | +65.0% | -53.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling