+521.7%
SONY vs RGEN
+1,585.3%
-1,063.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.7% | -4.2% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | +0.3% | +2.8% | -2.5% | +0.1% |
| 3M | +6.2% | +34.5% | -28.2% | +4.6% |
| 6M | +9.5% | +40.5% | -30.9% | +7.4% |
| YTD | -8.1% | +2.8% | -10.9% | -8.5% |
| 1Y | -17.9% | +39.6% | -57.6% | -19.6% |
| 3Y | +41.5% | +4.4% | +37.1% | +39.3% |
| 5Y | +11.8% | -42.8% | +54.6% | +12.0% |
| 10Y | +275.4% | +406.7% | -131.3% | +244.5% |
| All | +521.7% | +1,585.3% | -1,063.6% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling