+41.5%
SONY vs REPL
-24.7%
+66.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -4.2% |
| 7D | -5.2% | -5.7% | +0.6% | -5.1% |
| 30D | +0.3% | +22.5% | -22.2% | +0.1% |
| 3M | +6.2% | +64.7% | -58.4% | +5.2% |
| 6M | +9.5% | +83.0% | -73.5% | +7.2% |
| YTD | -8.1% | +52.0% | -60.0% | -9.9% |
| 1Y | -17.9% | +144.5% | -162.5% | -20.3% |
| 3Y | +41.5% | -25.1% | +66.6% | +36.2% |
| All | +41.5% | -24.7% | +66.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling