-37.1%
DOCS vs SONY
+43.5%
-80.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.3% |
| 30D | +11.4% | +11.1% | +0.3% | +3.1% |
| 3M | +25.4% | +14.7% | +10.7% | +13.5% |
| 6M | +42.5% | +18.8% | +23.8% | +25.8% |
| YTD | -24.7% | +5.7% | -30.4% | -29.0% |
| 1Y | -32.9% | -8.1% | -24.9% | -29.6% |
| 3Y | +39.6% | +64.0% | -24.4% | -13.3% |
| 5Y | -54.6% | +12.6% | -67.3% | -61.7% |
| All | -37.1% | +43.5% | -80.6% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling