-45.0%
NCLH vs SONY
-16.9%
-28.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | -4.8% | -2.7% | -2.1% | -4.2% |
| 30D | -21.7% | +1.5% | -23.2% | -22.0% |
| 3M | -22.2% | +13.0% | -35.2% | -25.1% |
| 6M | -27.5% | +11.2% | -38.7% | -30.6% |
| YTD | -33.6% | -6.6% | -27.0% | -36.7% |
| 1Y | -45.0% | -18.1% | -26.9% | -46.6% |
| All | -45.0% | -16.9% | -28.1% | -46.6% |
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