+489.7%
SONY vs RNG
+305.9%
+183.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.9% | -4.1% | -0.9% | -4.3% |
| 30D | -1.6% | +8.6% | -10.2% | -3.0% |
| 3M | +10.0% | +78.0% | -68.0% | -0.6% |
| 6M | +8.4% | +67.0% | -58.6% | -2.0% |
| YTD | -8.4% | +142.4% | -150.9% | -23.4% |
| 1Y | -18.4% | +120.4% | -138.8% | -30.8% |
| 3Y | +41.0% | +122.1% | -81.2% | +15.0% |
| 5Y | +9.3% | -69.8% | +79.1% | +16.6% |
| 10Y | +281.7% | +223.4% | +58.3% | +158.3% |
| All | +489.7% | +305.9% | +183.8% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling