+548.9%
SONY vs DOC
+2,974.4%
-2,425.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | +9.4% | -4.8% | +14.2% | +10.9% |
| 3M | +10.5% | +6.9% | +3.6% | +8.1% |
| 6M | +11.7% | +20.7% | -9.1% | +5.0% |
| YTD | -4.1% | +34.1% | -38.2% | -12.7% |
| 1Y | -11.8% | +22.6% | -34.4% | -17.7% |
| 3Y | +45.9% | +20.8% | +25.1% | +34.9% |
| 5Y | +16.3% | -24.9% | +41.2% | +22.1% |
| 10Y | +297.6% | -1.8% | +299.4% | +264.7% |
| All | +548.9% | +2,974.4% | -2,425.4% | +130.3% |
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