+607.8%
OUST vs SONY
+63.5%
+544.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.1% | -9.2% |
| 7D | -3.8% | +0.3% | -4.0% | -4.0% |
| 30D | +5.1% | +11.1% | -6.1% | -1.2% |
| 3M | -25.8% | +14.7% | -40.5% | -31.6% |
| 6M | -2.0% | +18.8% | -20.8% | -12.9% |
| YTD | +54.7% | +5.7% | +49.0% | +46.8% |
| 1Y | +48.8% | -8.1% | +56.9% | +53.7% |
| 3Y | +607.8% | +64.0% | +543.8% | +485.9% |
| All | +607.8% | +63.5% | +544.3% | +485.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling