+121.7%
B vs NCLH
-32.2%
+153.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.1% |
| 7D | +7.1% | +6.3% | +0.9% | +6.6% |
| 30D | -3.3% | +18.9% | -22.2% | -4.6% |
| 3M | -2.5% | -0.2% | -2.3% | -2.7% |
| 6M | -7.2% | +8.4% | -15.6% | -8.1% |
| YTD | -7.4% | -17.1% | +9.7% | -7.1% |
| 1Y | +16.4% | -2.8% | +19.2% | +15.8% |
| 3Y | +178.7% | +40.4% | +138.3% | +169.8% |
| 5Y | +121.7% | -30.8% | +152.4% | +120.6% |
| All | +121.7% | -32.2% | +153.9% | +120.6% |
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