+292.2%
RCL vs SONY
+12.1%
+280.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.4% |
| 7D | -1.2% | +0.3% | -1.4% | -1.4% |
| 30D | +17.8% | +11.1% | +6.7% | +10.7% |
| 3M | +4.9% | +14.7% | -9.7% | -3.5% |
| 6M | +23.7% | +18.8% | +4.9% | +10.6% |
| YTD | +17.8% | +5.7% | +12.1% | +12.2% |
| 1Y | +28.9% | -8.1% | +37.0% | +33.3% |
| 3Y | +241.9% | +64.0% | +177.9% | +129.9% |
| All | +292.2% | +12.1% | +280.1% | +237.6% |
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 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