+28.5%
OUST vs SONY
-10.8%
+39.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.5% |
| 7D | +5.2% | -1.2% | +6.4% | +5.8% |
| 30D | -19.3% | +9.4% | -28.7% | -23.2% |
| 3M | -22.6% | +10.5% | -33.1% | -27.3% |
| 6M | +62.8% | +11.7% | +51.1% | +49.1% |
| YTD | +68.3% | -4.1% | +72.4% | +73.0% |
| 1Y | +28.5% | -11.8% | +40.3% | +43.4% |
| All | +28.5% | -10.8% | +39.4% | +43.4% |
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