+70.5%
DOCN vs SONY
+32.4%
+38.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.7% |
| 7D | -19.2% | +6.7% | -25.9% | -23.3% |
| 30D | -43.1% | +14.8% | -57.9% | -48.9% |
| 3M | -40.7% | +16.9% | -57.6% | -48.1% |
| 6M | -55.0% | +30.2% | -85.2% | -64.5% |
| YTD | +50.6% | +5.5% | +45.2% | +38.7% |
| 1Y | +54.0% | -4.6% | +58.5% | +52.2% |
| 3Y | +203.9% | +57.2% | +146.7% | +84.0% |
| 5Y | -29.4% | +12.1% | -41.4% | -42.5% |
| All | +70.5% | +32.4% | +38.2% | +26.4% |
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