+53.1%
ROK vs SONY
+42.2%
+10.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -1.2% | -2.7% | +1.4% | -0.5% |
| 30D | -4.8% | +1.5% | -6.3% | -5.3% |
| 3M | -6.1% | +13.0% | -19.1% | -9.8% |
| 6M | +15.5% | +11.2% | +4.3% | +11.1% |
| YTD | +11.2% | -6.6% | +17.8% | +12.4% |
| 1Y | +23.8% | -18.1% | +42.0% | +29.9% |
| 3Y | +53.1% | +42.1% | +11.0% | +37.4% |
| All | +53.1% | +42.2% | +10.9% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling