+5,601.3%
RCL vs SONY
+669.5%
+4,931.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -1.2% | +0.3% | -1.4% | -1.3% |
| 30D | +17.8% | +11.1% | +6.7% | +12.1% |
| 3M | +4.9% | +14.7% | -9.7% | -1.8% |
| 6M | +23.7% | +18.8% | +4.9% | +13.2% |
| YTD | +17.8% | +5.7% | +12.1% | +13.1% |
| 1Y | +28.9% | -8.1% | +37.0% | +31.3% |
| 3Y | +241.9% | +64.0% | +177.9% | +163.7% |
| 5Y | +295.4% | +12.6% | +282.8% | +260.3% |
| 10Y | +344.1% | +373.8% | -29.7% | +117.9% |
| All | +5,601.3% | +669.5% | +4,931.8% | +1,986.6% |
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 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