-1.0%
NCLH vs SONY
-6.4%
+5.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.1% |
| 7D | +15.8% | +2.9% | +12.9% | +14.9% |
| 30D | +25.1% | +10.2% | +14.8% | +21.5% |
| 3M | -7.3% | +16.1% | -23.4% | -11.3% |
| 6M | +8.1% | +32.1% | -24.0% | -2.5% |
| YTD | -16.7% | +1.4% | -18.0% | -24.8% |
| 1Y | -1.0% | -7.0% | +6.0% | -11.0% |
| All | -1.0% | -6.4% | +5.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling