+585.7%
SONY vs DOC
+2,934.4%
-2,348.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.3% |
| 7D | +2.9% | +8.7% | -5.8% | +0.4% |
| 30D | +10.2% | +7.6% | +2.6% | +7.9% |
| 3M | +16.1% | -5.3% | +21.4% | +17.8% |
| 6M | +32.1% | +27.6% | +4.5% | +22.3% |
| YTD | +1.4% | +32.4% | -31.0% | -7.4% |
| 1Y | -7.0% | +22.9% | -29.9% | -13.3% |
| 3Y | +49.8% | +43.1% | +6.8% | +32.3% |
| 5Y | +8.2% | -21.4% | +29.6% | +12.3% |
| 10Y | +343.6% | +16.8% | +326.8% | +287.0% |
| All | +585.7% | +2,934.4% | -2,348.7% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling