+24,936.4%
ROP vs SONY
+847.5%
+24,088.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | -4.4% | -1.2% | -3.3% | -4.1% |
| 30D | +3.2% | +9.4% | -6.2% | +0.7% |
| 3M | +23.1% | +10.5% | +12.6% | +19.5% |
| 6M | +13.3% | +11.7% | +1.6% | +9.2% |
| YTD | -7.9% | -4.1% | -3.8% | -7.5% |
| 1Y | -22.1% | -11.8% | -10.3% | -20.1% |
| 3Y | -16.8% | +45.9% | -62.7% | -27.4% |
| 5Y | -13.5% | +16.3% | -29.8% | -20.9% |
| 10Y | +137.7% | +297.6% | -159.9% | +50.3% |
| All | +24,936.4% | +847.5% | +24,088.9% | +14,650.0% |
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 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