+41.5%
SONY vs RL
+211.8%
-170.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.0% |
| 7D | -5.2% | +1.9% | -7.0% | -5.5% |
| 30D | +0.3% | -12.2% | +12.5% | +3.0% |
| 3M | +6.2% | -6.6% | +12.9% | +7.5% |
| 6M | +9.5% | +3.2% | +6.4% | +7.9% |
| YTD | -8.1% | -1.3% | -6.8% | -8.7% |
| 1Y | -17.9% | +13.6% | -31.5% | -21.3% |
| 3Y | +41.5% | +210.9% | -169.4% | +11.5% |
| All | +41.5% | +211.8% | -170.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling