-50.3%
DOCS vs SONY
+30.2%
-80.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.7% |
| 7D | -1.4% | -1.2% | -0.3% | -0.6% |
| 30D | +21.8% | +9.4% | +12.4% | +14.3% |
| 3M | +27.3% | +10.5% | +16.8% | +17.9% |
| 6M | -0.3% | +11.7% | -12.0% | -9.0% |
| YTD | -40.5% | -4.1% | -36.4% | -39.8% |
| 1Y | -61.5% | -11.8% | -49.8% | -58.7% |
| 3Y | +8.2% | +45.9% | -37.7% | -26.7% |
| 5Y | -73.4% | +16.3% | -89.7% | -77.1% |
| All | -50.3% | +30.2% | -80.5% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling