-61.4%
OUST vs SONY
+62.6%
-124.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.1% | +6.1% |
| 7D | +12.7% | -5.2% | +17.9% | +17.1% |
| 30D | -13.6% | +0.3% | -13.9% | -14.4% |
| 3M | -8.3% | +6.2% | -14.5% | -15.1% |
| 6M | +85.0% | +9.5% | +75.4% | +67.2% |
| YTD | +73.2% | -8.1% | +81.3% | +79.8% |
| 1Y | +32.5% | -17.9% | +50.4% | +51.5% |
| 3Y | +643.8% | +41.5% | +602.3% | +413.7% |
| 5Y | -52.1% | +11.8% | -64.0% | -60.1% |
| All | -61.4% | +62.6% | -124.0% | -68.1% |
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