+15,078.6%
ROK vs SONY
+514.2%
+14,564.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.2% | -4.9% | +5.1% | +1.8% |
| 30D | -1.8% | -1.6% | -0.2% | -1.4% |
| 3M | -7.2% | +10.0% | -17.2% | -10.4% |
| 6M | +14.2% | +8.4% | +5.7% | +10.4% |
| YTD | +10.6% | -8.4% | +19.0% | +12.8% |
| 1Y | +25.9% | -18.4% | +44.3% | +32.9% |
| 3Y | +50.8% | +41.0% | +9.8% | +30.7% |
| 5Y | +47.0% | +9.3% | +37.8% | +37.2% |
| 10Y | +354.9% | +281.7% | +73.2% | +180.6% |
| All | +15,078.6% | +514.2% | +14,564.4% | +7,030.2% |
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