-7.0%
SONY vs REPL
+125.1%
-132.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.9% | +28.8% | -25.9% | +2.7% |
| 30D | +10.2% | +57.3% | -47.1% | +9.8% |
| 3M | +16.1% | +73.6% | -57.5% | +15.5% |
| 6M | +32.1% | +582.8% | -550.7% | +27.2% |
| YTD | +1.4% | +112.9% | -111.5% | -1.2% |
| 1Y | -7.0% | +130.7% | -137.7% | -12.6% |
| All | -7.0% | +125.1% | -132.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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