+111.1%
ROST vs SONY
+8.8%
+102.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.5% | -5.8% | +3.3% | -0.9% |
| 30D | -10.3% | -0.4% | -9.9% | -10.2% |
| 3M | -2.6% | +13.3% | -15.9% | -6.0% |
| 6M | +6.5% | +8.5% | -2.0% | +3.4% |
| YTD | +25.9% | -8.1% | +34.0% | +28.2% |
| 1Y | +52.3% | -17.9% | +70.2% | +59.7% |
| 3Y | +94.6% | +41.4% | +53.1% | +66.3% |
| 5Y | +111.1% | +9.3% | +101.8% | +95.1% |
| All | +111.1% | +8.8% | +102.3% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling