+519.4%
SONY vs RJF
+49,058.2%
-48,538.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -1.6% | -2.0% | +0.4% | -1.0% |
| 3M | +10.0% | +16.3% | -6.3% | +5.1% |
| 6M | +8.4% | +16.9% | -8.5% | +3.3% |
| YTD | -8.4% | +10.4% | -18.9% | -11.6% |
| 1Y | -18.4% | +7.4% | -25.8% | -20.6% |
| 3Y | +41.0% | +72.2% | -31.3% | +17.6% |
| 5Y | +9.3% | +105.1% | -95.8% | -14.6% |
| 10Y | +281.7% | +430.9% | -149.2% | +115.9% |
| All | +519.4% | +49,058.2% | -48,538.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling