+211.9%
B vs NCLH
-56.8%
+268.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.2% |
| 7D | +1.0% | -4.6% | +5.7% | +1.2% |
| 30D | +9.5% | -19.9% | +29.4% | +10.4% |
| 3M | +14.3% | -22.0% | +36.3% | +15.3% |
| 6M | -1.9% | -28.3% | +26.4% | -0.9% |
| YTD | +4.1% | -33.5% | +37.6% | +5.2% |
| 1Y | +56.1% | -41.5% | +97.6% | +58.2% |
| 3Y | +202.0% | -8.9% | +210.9% | +200.8% |
| 5Y | +158.8% | -40.5% | +199.3% | +157.8% |
| 10Y | +211.9% | -57.0% | +268.9% | +192.0% |
| All | +211.9% | -56.8% | +268.7% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling