-4.2%
ROL vs SONY
+9.8%
-14.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.3% | -4.9% | +1.6% | -2.5% |
| 30D | -7.2% | -1.6% | -5.6% | -7.0% |
| 3M | -27.0% | +10.0% | -37.0% | -28.1% |
| 6M | -39.5% | +8.4% | -47.9% | -40.5% |
| YTD | -41.8% | -8.4% | -33.4% | -41.2% |
| 1Y | -38.9% | -18.4% | -20.5% | -37.2% |
| 3Y | -0.4% | +41.0% | -41.3% | -8.3% |
| 5Y | -4.2% | +9.3% | -13.5% | -7.3% |
| All | -4.2% | +9.8% | -14.0% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling