+59.9%
DDOG vs SONY
+9.8%
+50.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.4% |
| 7D | +7.7% | -4.9% | +12.6% | +10.8% |
| 30D | -13.6% | -1.6% | -12.0% | -13.0% |
| 3M | -0.9% | +10.0% | -10.9% | -7.4% |
| 6M | +75.2% | +8.4% | +66.8% | +63.6% |
| YTD | +65.7% | -8.4% | +74.1% | +72.2% |
| 1Y | +60.4% | -18.4% | +78.7% | +78.9% |
| 3Y | +130.7% | +41.0% | +89.7% | +57.2% |
| 5Y | +59.9% | +9.3% | +50.6% | +45.8% |
| All | +59.9% | +9.8% | +50.1% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling