+409.5%
SONY vs RACE
+658.9%
-249.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +6.7% | +5.1% | +1.6% | +4.6% |
| 30D | +14.8% | +7.7% | +7.1% | +11.5% |
| 3M | +16.9% | +2.2% | +14.7% | +15.6% |
| 6M | +30.2% | +23.8% | +6.5% | +19.1% |
| YTD | +5.5% | +13.9% | -8.4% | -1.0% |
| 1Y | -4.6% | +3.8% | -8.3% | -7.2% |
| 3Y | +57.2% | +28.0% | +29.2% | +34.4% |
| 5Y | +12.1% | +64.9% | -52.9% | -15.6% |
| 10Y | +361.6% | +780.4% | -418.8% | +77.3% |
| All | +409.5% | +658.9% | -249.3% | +87.9% |
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