+368.5%
SONY vs RL
+342.1%
+26.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -3.2% | +2.4% | -5.6% | -3.7% |
| 30D | +9.6% | +4.6% | +5.0% | +8.3% |
| 3M | +13.3% | -1.1% | +14.4% | +13.1% |
| 6M | +20.3% | +16.5% | +3.8% | +15.4% |
| YTD | +4.1% | +11.4% | -7.3% | +0.5% |
| 1Y | -11.9% | +16.1% | -28.0% | -15.8% |
| 3Y | +56.6% | +252.6% | -196.0% | +15.8% |
| 5Y | +10.9% | +244.9% | -233.9% | -19.4% |
| All | +368.5% | +342.1% | +26.4% | +242.2% |
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