+46.9%
ULTA vs SONY
+9.6%
+37.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | -3.1% | -2.7% | -0.4% | -2.4% |
| 30D | +2.8% | +1.5% | +1.3% | +2.3% |
| 3M | +14.8% | +13.0% | +1.8% | +10.5% |
| 6M | -16.2% | +11.2% | -27.4% | -19.4% |
| YTD | -9.6% | -6.6% | -3.0% | -8.4% |
| 1Y | +4.8% | -18.1% | +22.9% | +10.4% |
| 3Y | +30.7% | +42.1% | -11.4% | +12.9% |
| All | +46.9% | +9.6% | +37.2% | +40.7% |
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