+39.3%
SONY vs RGEN
+2.1%
+37.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -4.9% | -4.6% | -0.3% | -4.3% |
| 30D | -1.6% | +1.2% | -2.7% | -1.9% |
| 3M | +10.0% | +26.8% | -16.8% | +5.7% |
| 6M | +8.4% | +29.1% | -20.6% | +3.4% |
| YTD | -8.4% | +0.7% | -9.2% | -9.2% |
| 1Y | -18.4% | +39.1% | -57.4% | -23.3% |
| All | +39.3% | +2.1% | +37.2% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling