+280.4%
SONY vs RL
+308.3%
-27.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -5.8% | -2.2% | -3.6% | -5.3% |
| 30D | -0.4% | -15.3% | +15.0% | +3.1% |
| 3M | +13.3% | -10.3% | +23.6% | +15.7% |
| 6M | +8.5% | -2.2% | +10.7% | +8.2% |
| YTD | -8.1% | -4.3% | -3.8% | -8.1% |
| 1Y | -17.9% | +8.9% | -26.8% | -20.3% |
| 3Y | +41.4% | +201.4% | -160.0% | +8.8% |
| 5Y | +9.3% | +230.6% | -221.3% | -19.1% |
| All | +280.4% | +308.3% | -27.9% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling