-34.7%
ROL vs SONY
-6.4%
-28.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.4% |
| 7D | +14.6% | +2.9% | +11.7% | +14.1% |
| 30D | +29.3% | +10.2% | +19.0% | +27.8% |
| 3M | +2.0% | +16.1% | -14.1% | +0.8% |
| 6M | -28.5% | +32.1% | -60.7% | -30.2% |
| YTD | -35.3% | +1.4% | -36.7% | -37.1% |
| 1Y | -34.7% | -7.0% | -27.7% | -36.4% |
| All | -34.7% | -6.4% | -28.3% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling