+606.1%
COST vs SONY
+293.1%
+313.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.1% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | -4.7% | +1.5% | -6.2% | -5.1% |
| 3M | -7.1% | +13.0% | -20.1% | -10.0% |
| 6M | -8.5% | +11.2% | -19.8% | -11.4% |
| YTD | +5.4% | -6.6% | +12.0% | +6.5% |
| 1Y | -5.6% | -18.1% | +12.5% | -1.7% |
| 3Y | +68.5% | +42.1% | +26.4% | +49.2% |
| 5Y | +105.2% | +11.0% | +94.2% | +90.5% |
| All | +606.1% | +293.1% | +313.0% | +383.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling