-38.3%
DOCS vs SONY
-4.4%
-33.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -0.6% | +5.2% | -5.8% | -2.0% |
| 30D | +6.3% | +10.7% | -4.4% | +3.2% |
| 3M | +26.5% | +12.1% | +14.4% | +22.6% |
| 6M | +24.8% | +32.6% | -7.8% | +18.9% |
| YTD | -26.8% | +4.3% | -31.1% | -26.4% |
| 1Y | -38.3% | -4.5% | -33.8% | -35.0% |
| All | -38.3% | -4.4% | -33.9% | -35.0% |
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