+312.1%
ROST vs SONY
+293.1%
+19.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | -6.9% | +1.5% | -8.4% | -7.4% |
| 3M | -3.3% | +13.0% | -16.3% | -7.2% |
| 6M | +9.0% | +11.2% | -2.2% | +4.5% |
| YTD | +28.9% | -6.6% | +35.5% | +30.5% |
| 1Y | +54.0% | -18.1% | +72.1% | +62.1% |
| 3Y | +100.7% | +42.1% | +58.6% | +70.4% |
| 5Y | +116.0% | +11.0% | +105.0% | +96.4% |
| All | +312.1% | +293.1% | +19.0% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling