-64.1%
OUST vs SONY
+86.6%
-150.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.0% | +16.0% | +15.4% |
| 7D | +17.0% | +6.7% | +10.3% | +10.6% |
| 30D | -16.5% | +14.8% | -31.3% | -26.0% |
| 3M | -23.7% | +16.9% | -40.5% | -33.7% |
| 6M | +18.4% | +30.2% | -11.9% | -7.7% |
| YTD | +60.8% | +5.5% | +55.3% | +48.0% |
| 1Y | +44.2% | -4.6% | +48.8% | +43.6% |
| 3Y | +668.1% | +57.2% | +610.9% | +384.7% |
| 5Y | -48.8% | +12.1% | -60.9% | -60.6% |
| All | -64.1% | +86.6% | -150.7% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling