+164.6%
DOCN vs SONY
+20.4%
+144.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.9% |
| 7D | +1.1% | -1.2% | +2.3% | +1.9% |
| 30D | -9.6% | +9.4% | -19.1% | -15.7% |
| 3M | -37.7% | +10.5% | -48.2% | -43.3% |
| 6M | +115.2% | +11.7% | +103.5% | +93.4% |
| YTD | +133.7% | -4.1% | +137.8% | +134.5% |
| 1Y | +250.2% | -11.8% | +261.9% | +270.9% |
| 3Y | +320.3% | +45.9% | +274.4% | +171.3% |
| 5Y | +53.1% | +16.3% | +36.8% | +30.7% |
| All | +164.6% | +20.4% | +144.2% | +113.6% |
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