+101.7%
DOCU vs SONY
+192.3%
-90.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.7% |
| 7D | -0.4% | +2.1% | -2.5% | -1.9% |
| 30D | +12.9% | +9.2% | +3.7% | +6.8% |
| 3M | +35.1% | +12.2% | +22.9% | +25.3% |
| 6M | +76.2% | +24.4% | +51.8% | +53.3% |
| YTD | +17.2% | +3.5% | +13.7% | +12.6% |
| 1Y | +16.4% | -9.2% | +25.6% | +21.3% |
| 3Y | +95.6% | +55.6% | +40.0% | +36.4% |
| 5Y | -68.5% | +12.0% | -80.5% | -73.1% |
| All | +101.7% | +192.3% | -90.6% | +6.5% |
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