+9.3%
SONY vs REPL
-53.9%
+63.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -4.9% | -9.6% | +4.7% | -4.7% |
| 30D | -1.6% | +5.7% | -7.3% | -1.8% |
| 3M | +10.0% | +56.4% | -46.4% | +7.6% |
| 6M | +8.4% | +67.4% | -59.0% | +3.4% |
| YTD | -8.4% | +48.7% | -57.1% | -12.5% |
| 1Y | -18.4% | +148.3% | -166.6% | -24.4% |
| 3Y | +41.0% | -26.7% | +67.6% | +30.5% |
| 5Y | +9.3% | -54.1% | +63.4% | +3.0% |
| All | +9.3% | -53.9% | +63.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling