+16.2%
SONY vs DOC
-24.5%
+40.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | +9.4% | -4.8% | +14.2% | +11.0% |
| 3M | +10.5% | +6.9% | +3.6% | +7.9% |
| 6M | +11.7% | +20.7% | -9.1% | +4.3% |
| YTD | -4.1% | +34.1% | -38.2% | -13.7% |
| 1Y | -11.8% | +22.6% | -34.4% | -18.4% |
| 3Y | +45.9% | +20.8% | +25.1% | +34.2% |
| All | +16.2% | -24.5% | +40.7% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling