-41.4%
NCLH vs SONY
+9.6%
-51.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.0% |
| 6M | -27.5% | +11.2% | -38.7% | -33.7% |
| YTD | -33.6% | -6.6% | -27.0% | -31.6% |
| 1Y | -45.0% | -18.1% | -26.9% | -38.6% |
| 3Y | -11.0% | +42.1% | -53.1% | -38.1% |
| All | -41.4% | +9.6% | -51.1% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling