-71.7%
DOCU vs SONY
+10.8%
-82.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.4% |
| 7D | -5.5% | +6.7% | -12.3% | -9.8% |
| 30D | +12.6% | +14.8% | -2.2% | +2.4% |
| 3M | +36.4% | +16.9% | +19.5% | +22.0% |
| 6M | +66.8% | +30.2% | +36.5% | +37.5% |
| YTD | +13.5% | +5.5% | +8.0% | +7.6% |
| 1Y | +11.3% | -4.6% | +15.9% | +13.2% |
| 3Y | +92.1% | +57.2% | +34.8% | +18.7% |
| All | -71.7% | +10.8% | -82.5% | -76.5% |
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 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