-31.4%
ROL vs SONY
-9.8%
-21.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.3% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +19.8% | +11.1% | +8.6% | +18.0% |
| 3M | +7.9% | +14.7% | -6.8% | +6.1% |
| 6M | -25.6% | +18.8% | -44.4% | -27.5% |
| YTD | -34.1% | +5.7% | -39.9% | -36.8% |
| 1Y | -31.4% | -8.1% | -23.3% | -33.8% |
| All | -31.4% | -9.8% | -21.6% | -33.8% |
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