-7.0%
SONY vs RVTY
+74.0%
-81.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.3% |
| 7D | +2.9% | -3.6% | +6.5% | +3.1% |
| 30D | +10.2% | +1.4% | +8.9% | +10.1% |
| 3M | +16.1% | +43.2% | -27.1% | +13.6% |
| 6M | +32.1% | +84.5% | -52.4% | +24.2% |
| YTD | +1.4% | +65.2% | -63.8% | -4.0% |
| 1Y | -7.0% | +74.3% | -81.3% | -12.9% |
| All | -7.0% | +74.0% | -81.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling