-60.2%
OUST vs SONY
+87.0%
-147.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.7% |
| 7D | +36.7% | +6.1% | +30.6% | +29.9% |
| 30D | -3.3% | +12.2% | -15.5% | -12.7% |
| 3M | -11.1% | +15.3% | -26.5% | -22.0% |
| 6M | +53.1% | +34.3% | +18.8% | +15.7% |
| YTD | +78.2% | +5.7% | +72.5% | +63.8% |
| 1Y | +50.0% | -2.3% | +52.4% | +46.8% |
| 3Y | +836.2% | +67.1% | +769.0% | +457.8% |
| 5Y | -50.0% | +13.0% | -63.0% | -61.6% |
| All | -60.2% | +87.0% | -147.3% | -71.0% |
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