+1,716.3%
ULTA vs SONY
+199.4%
+1,516.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | -3.9% | -5.8% | +1.9% | -2.1% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +13.8% | +13.3% | +0.5% | +9.0% |
| 6M | -17.2% | +8.5% | -25.7% | -20.1% |
| YTD | -11.5% | -8.1% | -3.3% | -10.2% |
| 1Y | +3.9% | -17.9% | +21.8% | +8.8% |
| 3Y | +29.5% | +41.4% | -12.0% | +12.1% |
| 5Y | +42.9% | +9.3% | +33.6% | +32.1% |
| 10Y | +124.4% | +283.0% | -158.6% | +37.8% |
| All | +1,716.3% | +199.4% | +1,516.9% | +894.7% |
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 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