+52.3%
ROST vs SONY
-10.8%
+63.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | -8.9% | +9.4% | -18.3% | -9.8% |
| 3M | -0.8% | +10.5% | -11.3% | -2.0% |
| 6M | +8.5% | +11.7% | -3.2% | +6.8% |
| YTD | +28.6% | -4.1% | +32.6% | +29.6% |
| 1Y | +52.3% | -11.8% | +64.1% | +57.2% |
| All | +52.3% | -10.8% | +63.2% | +57.2% |
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 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