-18.1%
SONY vs RJF
+5.1%
-23.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -2.7% | -2.7% | 0.0% | -2.0% |
| 30D | +1.5% | -4.3% | +5.8% | +2.6% |
| 3M | +13.0% | +15.7% | -2.7% | +8.9% |
| 6M | +11.2% | +17.8% | -6.6% | +6.4% |
| YTD | -6.6% | +9.2% | -15.8% | -10.9% |
| 1Y | -18.1% | +2.8% | -20.9% | -19.6% |
| All | -18.1% | +5.1% | -23.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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