+9,602.3%
ROL vs SONY
+598.6%
+9,003.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | +18.5% | +9.6% | +9.0% | +16.0% |
| 3M | +4.3% | +13.3% | -8.9% | +1.3% |
| 6M | -27.7% | +20.3% | -48.0% | -31.0% |
| YTD | -35.8% | +4.1% | -39.9% | -36.9% |
| 1Y | -34.1% | -11.9% | -22.2% | -32.7% |
| 3Y | +2.9% | +56.6% | -53.7% | -10.1% |
| 5Y | +12.7% | +10.9% | +1.8% | +5.1% |
| 10Y | +212.6% | +366.6% | -154.0% | +100.4% |
| All | +9,602.3% | +598.6% | +9,003.7% | +5,245.6% |
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