-23.6%
ROP vs SONY
-18.6%
-5.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -8.0% | -5.8% | -2.2% | -6.9% |
| 30D | -2.7% | -0.4% | -2.4% | -2.6% |
| 3M | +16.6% | +13.3% | +3.3% | +14.4% |
| 6M | +10.4% | +8.5% | +1.9% | +9.2% |
| YTD | -12.1% | -8.1% | -4.0% | -11.2% |
| 1Y | -23.6% | -17.9% | -5.7% | -21.0% |
| All | -23.6% | -18.6% | -5.1% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling