-54.2%
DOCS vs SONY
+10.8%
-65.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -0.7% |
| 7D | -0.8% | +6.7% | -7.5% | -5.5% |
| 30D | +17.4% | +14.8% | +2.6% | +6.1% |
| 3M | +57.4% | +16.9% | +40.5% | +40.5% |
| 6M | +26.5% | +30.2% | -3.7% | +3.6% |
| YTD | -26.6% | +5.5% | -32.0% | -30.7% |
| 1Y | -48.1% | -4.6% | -43.5% | -47.0% |
| 3Y | +52.6% | +57.2% | -4.6% | -3.8% |
| All | -54.2% | +10.8% | -65.0% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling