-17.9%
SONY vs RL
+9.4%
-27.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -5.8% | -2.2% | -3.6% | -5.4% |
| 30D | -0.4% | -15.3% | +15.0% | +2.3% |
| 3M | +13.3% | -10.3% | +23.6% | +15.0% |
| 6M | +8.5% | -2.2% | +10.7% | +8.3% |
| YTD | -8.1% | -4.3% | -3.8% | -8.6% |
| 1Y | -17.9% | +8.9% | -26.8% | -20.3% |
| All | -17.9% | +9.4% | -27.3% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling