+5,972.2%
DOV vs SONY
+516.6%
+5,455.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +2.2% |
| 7D | +2.5% | -5.2% | +7.7% | +4.1% |
| 30D | -7.5% | +0.3% | -7.8% | -7.7% |
| 3M | -9.7% | +6.2% | -15.9% | -11.8% |
| 6M | -6.1% | +9.5% | -15.6% | -9.5% |
| YTD | +0.5% | -8.1% | +8.6% | +2.0% |
| 1Y | +10.5% | -17.9% | +28.5% | +15.6% |
| 3Y | +41.7% | +41.5% | +0.2% | +23.6% |
| 5Y | +18.4% | +11.8% | +6.6% | +9.4% |
| 10Y | +289.8% | +275.4% | +14.3% | +146.0% |
| All | +5,972.2% | +516.6% | +5,455.7% | +2,878.1% |
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