+375.7%
SONY vs RVTY
+211.6%
+164.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +11.1% | +1.5% | +9.6% | +10.1% |
| 3M | +14.7% | +31.5% | -16.8% | +4.8% |
| 6M | +18.8% | +62.7% | -43.9% | +0.9% |
| YTD | +5.7% | +60.0% | -54.2% | -10.7% |
| 1Y | -8.1% | +65.7% | -73.8% | -23.5% |
| 3Y | +64.0% | +85.2% | -21.2% | +25.8% |
| 5Y | +12.6% | -14.9% | +27.5% | +12.9% |
| All | +375.7% | +211.6% | +164.1% | +156.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling