+9.2%
DOV vs SONY
-10.8%
+20.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -8.1% | +9.4% | -17.5% | -8.9% |
| 3M | -9.4% | +10.5% | -19.9% | -10.2% |
| 6M | -12.6% | +11.7% | -24.3% | -13.9% |
| YTD | -0.5% | -4.1% | +3.6% | -0.3% |
| 1Y | +9.2% | -11.8% | +21.0% | +10.2% |
| All | +9.2% | -10.8% | +20.1% | +10.2% |
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