+375.7%
SONY vs RRC
+73.1%
+302.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +0.3% | +6.4% | -6.1% | -0.3% |
| 30D | +11.1% | +23.9% | -12.8% | +8.6% |
| 3M | +14.7% | +30.2% | -15.5% | +11.5% |
| 6M | +18.8% | +26.3% | -7.5% | +15.7% |
| YTD | +5.7% | +48.1% | -42.3% | +1.2% |
| 1Y | -8.1% | +37.7% | -45.7% | -11.4% |
| 3Y | +64.0% | +60.3% | +3.7% | +54.7% |
| 5Y | +12.6% | +135.3% | -122.6% | +1.0% |
| All | +375.7% | +73.1% | +302.6% | +308.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling