-0.4%
ROL vs SONY
+39.5%
-39.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.3% | -4.9% | +1.6% | -2.7% |
| 30D | -7.2% | -1.6% | -5.6% | -7.0% |
| 3M | -27.0% | +10.0% | -37.0% | -27.9% |
| 6M | -39.5% | +8.4% | -47.9% | -40.3% |
| YTD | -41.8% | -8.4% | -33.4% | -41.3% |
| 1Y | -38.9% | -18.4% | -20.5% | -37.5% |
| All | -0.4% | +39.5% | -39.9% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling