-62.3%
OUST vs SONY
+84.3%
-146.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.9% | -4.7% |
| 7D | +19.9% | -3.2% | +23.1% | +22.5% |
| 30D | +3.6% | +9.6% | -6.0% | -4.7% |
| 3M | -20.6% | +13.3% | -33.9% | -29.3% |
| 6M | +35.1% | +20.3% | +14.7% | +11.8% |
| YTD | +69.1% | +4.1% | +65.0% | +57.1% |
| 1Y | +49.9% | -11.9% | +61.8% | +60.4% |
| 3Y | +642.4% | +56.6% | +585.8% | +367.0% |
| 5Y | -48.3% | +10.9% | -59.2% | -59.9% |
| All | -62.3% | +84.3% | -146.5% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling