-37.8%
ROL vs SONY
-18.6%
-19.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -3.2% | -5.8% | +2.5% | -2.9% |
| 30D | -6.6% | -0.4% | -6.2% | -6.5% |
| 3M | -27.3% | +13.3% | -40.6% | -27.7% |
| 6M | -38.1% | +8.5% | -46.6% | -38.6% |
| YTD | -41.8% | -8.1% | -33.6% | -42.4% |
| 1Y | -37.8% | -17.9% | -19.9% | -38.2% |
| All | -37.8% | -18.6% | -19.2% | -38.2% |
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