+47.1%
SONY vs DOC
+20.8%
+26.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | +9.4% | -4.8% | +14.2% | +10.8% |
| 3M | +10.5% | +6.9% | +3.6% | +8.3% |
| 6M | +11.7% | +20.7% | -9.1% | +5.4% |
| YTD | -4.1% | +34.1% | -38.2% | -12.4% |
| 1Y | -11.8% | +22.6% | -34.4% | -17.4% |
| All | +47.1% | +20.8% | +26.4% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling