+153.8%
B vs NCLH
-38.4%
+192.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +1.4% | -20.1% | +21.4% | +2.9% |
| 3M | +12.2% | -17.0% | +29.2% | +13.4% |
| 6M | -2.1% | -23.2% | +21.1% | -0.8% |
| YTD | +2.9% | -31.0% | +34.0% | +4.7% |
| 1Y | +55.3% | -37.3% | +92.6% | +58.3% |
| 3Y | +198.7% | -5.6% | +204.3% | +195.5% |
| 5Y | +153.8% | -37.0% | +190.7% | +153.4% |
| All | +153.8% | -38.4% | +192.2% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling