+25.0%
ROK vs SONY
-6.4%
+31.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | 0.0% | +2.9% | -2.9% | -0.6% |
| 30D | -2.5% | +10.2% | -12.7% | -4.9% |
| 3M | 0.0% | +16.1% | -16.1% | -4.1% |
| 6M | +11.6% | +32.1% | -20.6% | +0.8% |
| YTD | +15.2% | +1.4% | +13.8% | +14.1% |
| 1Y | +25.0% | -7.0% | +32.0% | +27.7% |
| All | +25.0% | -6.4% | +31.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling