+11.9%
SONY vs DOC
-21.4%
+33.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +6.7% | +6.5% | +0.3% | +4.5% |
| 30D | +14.8% | +9.2% | +5.6% | +11.5% |
| 3M | +16.9% | -2.5% | +19.4% | +17.7% |
| 6M | +30.2% | +7.1% | +23.2% | +26.9% |
| YTD | +5.5% | +33.0% | -27.5% | -5.1% |
| 1Y | -4.6% | +23.3% | -27.8% | -11.9% |
| 3Y | +57.2% | +44.9% | +12.3% | +34.3% |
| All | +11.9% | -21.4% | +33.4% | +23.4% |
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