+69,276.2%
ROST vs SONY
+514.2%
+68,762.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.2% | -4.9% | +2.7% | -1.0% |
| 30D | -11.4% | -1.6% | -9.8% | -11.1% |
| 3M | -1.6% | +10.0% | -11.6% | -4.3% |
| 6M | +6.8% | +8.4% | -1.6% | +3.8% |
| YTD | +25.8% | -8.4% | +34.2% | +27.6% |
| 1Y | +52.4% | -18.4% | +70.8% | +58.8% |
| 3Y | +94.4% | +41.0% | +53.4% | +72.1% |
| 5Y | +108.2% | +9.3% | +98.9% | +95.0% |
| 10Y | +308.5% | +281.7% | +26.8% | +171.8% |
| All | +69,276.2% | +514.2% | +68,762.0% | +30,537.0% |
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