+29,479.7%
ROP vs SONY
+944.3%
+28,535.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.1% |
| 3M | +21.1% | +14.7% | +6.4% | +16.5% |
| 6M | +52.5% | +18.8% | +33.8% | +45.2% |
| YTD | +8.9% | +5.7% | +3.1% | +6.4% |
| 1Y | +8.2% | -8.1% | +16.3% | +9.8% |
| 3Y | -5.2% | +64.0% | -69.1% | -19.7% |
| 5Y | +1.7% | +12.6% | -10.9% | -6.0% |
| 10Y | +185.4% | +373.8% | -188.4% | +72.2% |
| All | +29,479.7% | +944.3% | +28,535.3% | +16,859.6% |
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