+21.2%
OUST vs SONY
-6.4%
+27.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.2% | +13.5% | +15.2% |
| 7D | -0.2% | +2.9% | -3.1% | -0.8% |
| 30D | -24.0% | +10.2% | -34.2% | -26.1% |
| 3M | -29.9% | +16.1% | -46.0% | -33.3% |
| 6M | +19.1% | +32.1% | -13.0% | +5.3% |
| YTD | +55.0% | +1.4% | +53.6% | +42.2% |
| 1Y | +21.2% | -7.0% | +28.2% | +13.2% |
| All | +21.2% | -6.4% | +27.6% | +13.2% |
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