+220.7%
ROL vs SONY
+373.2%
-152.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.2% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +19.8% | +11.1% | +8.6% | +16.8% |
| 3M | +7.9% | +14.7% | -6.8% | +4.4% |
| 6M | -25.6% | +18.8% | -44.4% | -28.9% |
| YTD | -34.1% | +5.7% | -39.9% | -35.4% |
| 1Y | -31.4% | -8.1% | -23.3% | -30.4% |
| 3Y | +4.7% | +64.0% | -59.3% | -10.7% |
| 5Y | +15.6% | +12.6% | +3.0% | +8.2% |
| All | +220.7% | +373.2% | -152.5% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling