-39.2%
NCLH vs SONY
-10.8%
-28.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -6.5% | -1.2% | -5.3% | -6.2% |
| 30D | -23.3% | +9.4% | -32.7% | -25.1% |
| 3M | -18.6% | +10.5% | -29.1% | -21.0% |
| 6M | -26.2% | +11.7% | -37.9% | -29.3% |
| YTD | -30.2% | -4.1% | -26.2% | -34.0% |
| 1Y | -39.2% | -11.8% | -27.4% | -41.3% |
| All | -39.2% | -10.8% | -28.3% | -41.3% |
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