+9,030.3%
ROL vs SONY
+543.6%
+8,486.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -1.4% | -1.2% | -0.3% | -1.2% |
| 30D | -4.1% | +9.4% | -13.5% | -6.2% |
| 3M | -22.5% | +10.5% | -33.0% | -24.5% |
| 6M | -37.7% | +11.7% | -49.3% | -39.6% |
| YTD | -39.6% | -4.1% | -35.5% | -39.5% |
| 1Y | -36.0% | -11.8% | -24.2% | -34.8% |
| 3Y | -5.1% | +45.9% | -51.0% | -15.9% |
| 5Y | -3.4% | +16.3% | -19.7% | -11.1% |
| 10Y | +215.2% | +297.6% | -82.4% | +109.7% |
| All | +9,030.3% | +543.6% | +8,486.7% | +5,027.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling