+521.7%
SONY vs RRC
+1,198.8%
-677.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | +0.3% | +9.4% | -9.1% | -0.6% |
| 3M | +6.2% | +7.4% | -1.2% | +5.4% |
| 6M | +9.5% | +1.5% | +8.1% | +9.2% |
| YTD | -8.1% | +19.4% | -27.5% | -9.9% |
| 1Y | -17.9% | +24.2% | -42.2% | -19.9% |
| 3Y | +41.5% | +32.8% | +8.7% | +36.1% |
| 5Y | +11.8% | +152.9% | -141.1% | -0.9% |
| 10Y | +275.4% | +3.9% | +271.6% | +228.8% |
| All | +521.7% | +1,198.8% | -677.1% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RRC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling