-47.3%
DOCS vs SONY
-6.4%
-40.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.6% |
| 7D | +1.2% | +2.9% | -1.7% | +0.3% |
| 30D | +21.3% | +10.2% | +11.1% | +17.7% |
| 3M | +58.4% | +16.1% | +42.3% | +52.5% |
| 6M | +39.3% | +32.1% | +7.2% | +32.8% |
| YTD | -21.7% | +1.4% | -23.1% | -20.0% |
| 1Y | -47.3% | -7.0% | -40.3% | -42.9% |
| All | -47.3% | -6.4% | -40.9% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling