+55.8%
DOCS vs SONY
+61.1%
-5.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.1% | -10.4% | -7.4% |
| 7D | -1.3% | +8.1% | -9.5% | -5.4% |
| 30D | +19.4% | +15.5% | +3.9% | +10.5% |
| 3M | +53.4% | +22.7% | +30.7% | +37.7% |
| 6M | +28.8% | +36.9% | -8.1% | +8.7% |
| YTD | -25.1% | +7.6% | -32.6% | -28.1% |
| 1Y | -48.1% | -1.9% | -46.2% | -47.3% |
| All | +55.8% | +61.1% | -5.3% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling