+555.8%
ROKU vs SONY
+237.5%
+318.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -2.6% | -5.8% | +3.1% | +1.4% |
| 30D | +2.1% | -0.4% | +2.5% | +2.1% |
| 3M | +31.8% | +13.3% | +18.5% | +18.9% |
| 6M | +53.3% | +8.5% | +44.8% | +41.5% |
| YTD | +42.1% | -8.1% | +50.2% | +47.9% |
| 1Y | +62.3% | -17.9% | +80.2% | +82.2% |
| 3Y | +84.6% | +41.4% | +43.2% | +34.9% |
| 5Y | -53.1% | +9.3% | -62.3% | -58.6% |
| All | +555.8% | +237.5% | +318.3% | +244.2% |
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