+32.0%
RCL vs SONY
-6.4%
+38.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +5.8% |
| 7D | +11.7% | +2.9% | +8.8% | +11.0% |
| 30D | +21.1% | +10.2% | +10.9% | +18.3% |
| 3M | +2.9% | +16.1% | -13.2% | -1.0% |
| 6M | +29.8% | +32.1% | -2.3% | +19.2% |
| YTD | +21.4% | +1.4% | +20.1% | +12.5% |
| 1Y | +32.0% | -7.0% | +39.1% | +22.9% |
| All | +32.0% | -6.4% | +38.4% | +22.9% |
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