+28.8%
DOCS vs SONY
+39.2%
-10.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.1% | -10.4% | -6.9% |
| 7D | -1.3% | +8.1% | -9.5% | -5.0% |
| 30D | +19.4% | +15.5% | +3.9% | +11.1% |
| 3M | +53.4% | +22.7% | +30.7% | +39.7% |
| 6M | +28.8% | +36.9% | -8.1% | +9.2% |
| All | +28.8% | +39.2% | -10.5% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling