-40.1%
NCLH vs SONY
+906.5%
-946.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -4.6% | -4.9% | +0.3% | -2.3% |
| 30D | -19.9% | -1.6% | -18.4% | -19.4% |
| 3M | -22.0% | +10.0% | -32.0% | -26.0% |
| 6M | -28.3% | +8.4% | -36.7% | -31.9% |
| YTD | -33.5% | -8.4% | -25.0% | -31.3% |
| 1Y | -41.5% | -18.4% | -23.1% | -36.6% |
| 3Y | -8.9% | +41.0% | -49.9% | -26.1% |
| 5Y | -40.5% | +9.3% | -49.7% | -45.3% |
| 10Y | -57.0% | +281.7% | -338.7% | -73.9% |
| All | -40.1% | +906.5% | -946.6% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling