-53.7%
DOCN vs SONY
+39.2%
-93.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +6.1% | -22.0% | -12.6% |
| 7D | -29.3% | +8.1% | -37.4% | -26.0% |
| 30D | -46.0% | +15.5% | -61.5% | -42.4% |
| 3M | -43.2% | +22.7% | -65.9% | -39.3% |
| 6M | -53.7% | +36.9% | -90.6% | -52.8% |
| All | -53.7% | +39.2% | -93.0% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling