+64.0%
SONY vs RVTY
+85.4%
-21.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +0.3% | -0.5% | +0.7% | +0.3% |
| 30D | +11.1% | +1.5% | +9.6% | +10.6% |
| 3M | +14.7% | +31.5% | -16.8% | +9.4% |
| 6M | +18.8% | +62.7% | -43.9% | +8.6% |
| YTD | +5.7% | +60.0% | -54.2% | -3.8% |
| 1Y | -8.1% | +65.7% | -73.8% | -17.1% |
| 3Y | +64.0% | +85.2% | -21.2% | +46.6% |
| All | +64.0% | +85.4% | -21.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling