+45.9%
ROK vs SONY
+8.8%
+37.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -1.6% | -5.8% | +4.2% | +0.6% |
| 30D | -5.4% | -0.4% | -5.1% | -5.4% |
| 3M | -4.0% | +13.3% | -17.2% | -9.2% |
| 6M | +13.3% | +8.5% | +4.9% | +8.7% |
| YTD | +9.3% | -8.1% | +17.5% | +12.0% |
| 1Y | +25.8% | -17.9% | +43.7% | +34.4% |
| 3Y | +49.1% | +41.4% | +7.7% | +21.7% |
| 5Y | +45.9% | +9.3% | +36.6% | +30.0% |
| All | +45.9% | +8.8% | +37.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling