+178.7%
B vs NCLH
+44.8%
+133.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.2% |
| 7D | +7.1% | +6.3% | +0.9% | +6.4% |
| 30D | -3.3% | +18.9% | -22.2% | -5.3% |
| 3M | -2.5% | -0.2% | -2.3% | -2.8% |
| 6M | -7.2% | +8.4% | -15.6% | -8.7% |
| YTD | -7.4% | -17.1% | +9.7% | -7.2% |
| 1Y | +16.4% | -2.8% | +19.2% | +15.3% |
| 3Y | +178.7% | +40.4% | +138.3% | +169.5% |
| All | +178.7% | +44.8% | +133.9% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling