+241.0%
SONY vs RL
+1,366.2%
-1,125.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +9.4% | -7.8% | +17.2% | +11.7% |
| 3M | +10.5% | -4.0% | +14.5% | +11.3% |
| 6M | +11.7% | -1.9% | +13.6% | +11.1% |
| YTD | -4.1% | -0.2% | -3.9% | -5.2% |
| 1Y | -11.8% | +10.7% | -22.5% | -15.4% |
| 3Y | +45.9% | +210.8% | -164.9% | +3.6% |
| 5Y | +16.3% | +238.2% | -221.9% | -21.3% |
| 10Y | +297.6% | +313.4% | -15.8% | +131.1% |
| All | +241.0% | +1,366.2% | -1,125.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling