+4,549.4%
RCL vs SONY
+598.2%
+3,951.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | -5.1% | -1.2% | -3.9% | -4.6% |
| 30D | -19.0% | +9.4% | -28.5% | -22.4% |
| 3M | -9.6% | +10.5% | -20.1% | -14.1% |
| 6M | -6.7% | +11.7% | -18.4% | -12.1% |
| YTD | -3.9% | -4.1% | +0.1% | -3.4% |
| 1Y | -25.1% | -11.8% | -13.3% | -22.4% |
| 3Y | +179.1% | +45.9% | +133.2% | +127.4% |
| 5Y | +243.3% | +16.3% | +227.0% | +209.6% |
| 10Y | +325.8% | +297.6% | +28.2% | +125.7% |
| All | +4,549.4% | +598.2% | +3,951.2% | +1,683.5% |
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