+71.4%
OTIS vs SONY
+121.9%
-50.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.7% |
| 7D | -0.8% | -5.2% | +4.4% | +0.3% |
| 30D | -4.7% | +0.3% | -5.0% | -4.8% |
| 3M | +1.2% | +6.2% | -5.0% | -0.2% |
| 6M | -20.5% | +9.5% | -30.1% | -22.4% |
| YTD | -18.4% | -8.1% | -10.4% | -17.4% |
| 1Y | -18.1% | -17.9% | -0.2% | -15.3% |
| 3Y | -10.6% | +41.5% | -52.1% | -20.3% |
| 5Y | -16.1% | +11.8% | -27.9% | -23.0% |
| All | +71.4% | +121.9% | -50.5% | +33.9% |
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