+14.8%
DOV vs SONY
+8.8%
+6.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | -1.9% | -5.8% | +3.8% | -0.3% |
| 30D | -9.9% | -0.4% | -9.5% | -9.9% |
| 3M | -12.1% | +13.3% | -25.4% | -15.8% |
| 6M | -10.4% | +8.5% | -18.9% | -13.4% |
| YTD | -3.3% | -8.1% | +4.8% | -1.5% |
| 1Y | +7.8% | -17.9% | +25.7% | +13.5% |
| 3Y | +36.3% | +41.4% | -5.1% | +16.8% |
| 5Y | +14.8% | +9.3% | +5.5% | +3.3% |
| All | +14.8% | +8.8% | +6.0% | +3.3% |
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