+53.4%
ROKU vs SONY
-6.4%
+59.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.8% |
| 7D | +4.8% | +2.9% | +1.9% | +3.8% |
| 30D | +6.1% | +10.2% | -4.1% | +2.7% |
| 3M | +10.5% | +16.1% | -5.6% | +4.9% |
| 6M | +29.2% | +32.1% | -3.0% | +13.6% |
| YTD | +50.0% | +1.4% | +48.7% | +51.7% |
| 1Y | +53.4% | -7.0% | +60.4% | +60.8% |
| All | +53.4% | -6.4% | +59.8% | +60.8% |
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