+8.9%
SONY vs RVTY
-32.9%
+41.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.2% |
| 7D | -4.9% | -5.4% | +0.5% | -3.6% |
| 30D | -1.6% | +6.7% | -8.3% | -3.2% |
| 3M | +10.0% | +19.0% | -9.0% | +4.9% |
| 6M | +8.4% | +34.6% | -26.2% | -0.6% |
| YTD | -8.4% | +28.3% | -36.7% | -15.4% |
| 1Y | -18.4% | +46.0% | -64.4% | -27.6% |
| 3Y | +41.0% | +16.9% | +24.1% | +29.0% |
| All | +8.9% | -32.9% | +41.8% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling