-1.9%
SONY vs DOC
+21.7%
-23.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.4% | +6.2% |
| 7D | +8.1% | +6.2% | +1.9% | +6.7% |
| 30D | +15.5% | +6.5% | +9.0% | +13.9% |
| 3M | +22.7% | -6.2% | +29.0% | +23.6% |
| 6M | +36.9% | +25.6% | +11.3% | +30.4% |
| YTD | +7.6% | +32.1% | -24.5% | +2.9% |
| 1Y | -1.9% | +20.3% | -22.2% | -4.6% |
| All | -1.9% | +21.7% | -23.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling