+72.2%
DOCU vs SONY
+171.0%
-98.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.7% |
| 7D | +6.9% | -1.2% | +8.1% | +7.5% |
| 30D | +19.0% | +9.4% | +9.5% | +12.4% |
| 3M | +34.3% | +10.5% | +23.8% | +26.1% |
| 6M | +48.0% | +11.7% | +36.3% | +36.5% |
| YTD | 0.0% | -4.1% | +4.1% | +1.0% |
| 1Y | -10.3% | -11.8% | +1.5% | -4.9% |
| 3Y | +32.4% | +45.9% | -13.5% | -4.2% |
| 5Y | -77.9% | +16.3% | -94.2% | -81.3% |
| All | +72.2% | +171.0% | -98.9% | -4.5% |
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 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