+404.1%
SONY vs RACE
+658.1%
-254.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +5.2% | +0.2% | +5.0% | +5.0% |
| 30D | +10.7% | +6.6% | +4.1% | +7.9% |
| 3M | +12.1% | +2.2% | +9.9% | +10.9% |
| 6M | +32.6% | +22.4% | +10.2% | +21.8% |
| YTD | +4.3% | +13.8% | -9.5% | -2.0% |
| 1Y | -4.5% | +2.2% | -6.7% | -6.6% |
| 3Y | +56.9% | +25.6% | +31.3% | +35.2% |
| 5Y | +12.5% | +71.0% | -58.5% | -16.5% |
| 10Y | +371.7% | +739.1% | -367.4% | +84.8% |
| All | +404.1% | +658.1% | -254.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling