+513.3%
XRT vs SONY
+239.4%
+274.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +0.8% | -1.2% | +2.0% | +1.2% |
| 30D | -4.2% | +9.4% | -13.6% | -7.2% |
| 3M | +5.1% | +10.5% | -5.4% | +1.1% |
| 6M | +2.4% | +11.7% | -9.3% | -2.3% |
| YTD | +3.2% | -4.1% | +7.3% | +3.6% |
| 1Y | +1.5% | -11.8% | +13.3% | +4.5% |
| 3Y | +40.6% | +45.9% | -5.3% | +18.6% |
| 5Y | -1.0% | +16.3% | -17.3% | -10.4% |
| 10Y | +128.4% | +297.6% | -169.2% | +32.3% |
| All | +513.3% | +239.4% | +274.0% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 all: compounded portfolio wealth divided by compounded SONY 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…
all analysis · Full analysis span regression · 6 months rolling