+42.1%
SONY vs RNG
+119.8%
-77.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.7% | -6.1% | +3.4% | -2.0% |
| 30D | +1.5% | +9.6% | -8.1% | +0.4% |
| 3M | +13.0% | +83.3% | -70.3% | +4.9% |
| 6M | +11.2% | +77.9% | -66.7% | +2.8% |
| YTD | -6.6% | +139.9% | -146.6% | -17.8% |
| 1Y | -18.1% | +121.7% | -139.8% | -27.3% |
| 3Y | +42.1% | +121.9% | -79.8% | +19.7% |
| All | +42.1% | +119.8% | -77.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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