+184.4%
ROP vs SONY
+373.2%
-188.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +28.8% | +11.1% | +17.7% | +24.7% |
| 3M | +21.1% | +14.7% | +6.4% | +16.0% |
| 6M | +52.5% | +18.8% | +33.8% | +44.4% |
| YTD | +8.9% | +5.7% | +3.1% | +6.2% |
| 1Y | +8.2% | -8.1% | +16.3% | +10.2% |
| 3Y | -5.2% | +64.0% | -69.1% | -21.9% |
| 5Y | +1.7% | +12.6% | -10.9% | -6.6% |
| All | +184.4% | +373.2% | -188.8% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling