+142.3%
SONY vs REPL
-6.0%
+148.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -1.2% | -3.0% | +1.8% | -1.1% |
| 30D | +9.4% | +27.1% | -17.7% | +8.5% |
| 3M | +10.5% | +52.4% | -41.9% | +7.1% |
| 6M | +11.7% | +107.4% | -95.8% | +3.0% |
| YTD | -4.1% | +54.7% | -58.8% | -10.5% |
| 1Y | -11.8% | +158.9% | -170.6% | -21.5% |
| 3Y | +45.9% | -23.7% | +69.6% | +25.8% |
| 5Y | +16.3% | -54.3% | +70.6% | +1.7% |
| All | +142.3% | -6.0% | +148.3% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling