-58.0%
NCLH vs SONY
+293.1%
-351.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | -4.8% | -2.7% | -2.1% | -3.2% |
| 30D | -21.7% | +1.5% | -23.2% | -22.6% |
| 3M | -22.2% | +13.0% | -35.2% | -28.8% |
| 6M | -27.5% | +11.2% | -38.7% | -33.5% |
| YTD | -33.6% | -6.6% | -27.0% | -31.8% |
| 1Y | -45.0% | -18.1% | -26.9% | -39.2% |
| 3Y | -11.0% | +42.1% | -53.1% | -34.3% |
| 5Y | -39.7% | +11.0% | -50.8% | -47.6% |
| All | -58.0% | +293.1% | -351.0% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling