-18.1%
SONY vs RGEN
+38.7%
-56.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -2.7% | -1.4% | -1.2% | -2.6% |
| 30D | +1.5% | -0.3% | +1.8% | +1.4% |
| 3M | +13.0% | +23.9% | -10.9% | +10.0% |
| 6M | +11.2% | +38.5% | -27.3% | +5.7% |
| YTD | -6.6% | +0.8% | -7.4% | -5.5% |
| 1Y | -18.1% | +38.2% | -56.3% | -19.9% |
| All | -18.1% | +38.7% | -56.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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