+11.5%
DOCU vs SONY
-4.4%
+15.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -3.4% | +5.2% | -8.6% | -5.0% |
| 30D | +9.3% | +10.7% | -1.5% | +5.7% |
| 3M | +30.2% | +12.1% | +18.1% | +25.4% |
| 6M | +62.1% | +32.6% | +29.6% | +50.3% |
| YTD | +13.5% | +4.3% | +9.2% | +9.4% |
| 1Y | +11.5% | -4.5% | +16.0% | +11.5% |
| All | +11.5% | -4.4% | +15.9% | +11.5% |
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