+9.3%
SONY vs RRC
+150.0%
-140.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -5.8% | -1.2% | -4.6% | -5.6% |
| 30D | -0.4% | +3.0% | -3.4% | -0.8% |
| 3M | +13.3% | +7.3% | +6.0% | +12.0% |
| 6M | +8.5% | +3.6% | +4.9% | +7.6% |
| YTD | -8.1% | +19.4% | -27.5% | -10.9% |
| 1Y | -17.9% | +21.4% | -39.3% | -20.6% |
| 3Y | +41.4% | +32.8% | +8.7% | +33.7% |
| 5Y | +9.3% | +152.0% | -142.7% | -3.9% |
| All | +9.3% | +150.0% | -140.7% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling