+11.7%
SONY vs RACE
+14.3%
-2.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -1.2% | -2.5% | +1.4% | -0.4% |
| 30D | +9.4% | +0.8% | +8.7% | +9.0% |
| 3M | +10.5% | +17.2% | -6.7% | +4.6% |
| 6M | +11.7% | +13.6% | -1.9% | +7.4% |
| All | +11.7% | +14.3% | -2.7% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling