+69.9%
B vs NCLH
-38.0%
+107.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -6.5% | +4.9% | -1.4% |
| 30D | +9.4% | -23.3% | +32.7% | +10.2% |
| 3M | +5.0% | -18.6% | +23.6% | +5.5% |
| 6M | -3.5% | -26.2% | +22.7% | -3.0% |
| YTD | +4.5% | -30.2% | +34.7% | +5.1% |
| 1Y | +67.8% | -39.2% | +106.9% | +69.0% |
| 3Y | +196.7% | -5.1% | +201.8% | +196.1% |
| 5Y | +151.9% | -36.8% | +188.7% | +151.1% |
| 10Y | +202.2% | -56.3% | +258.4% | +175.5% |
| All | +69.9% | -38.0% | +107.9% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling