+15.8%
BABA vs NCLH
-49.9%
+65.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.6% | -4.2% |
| 7D | +3.8% | +2.7% | +1.1% | +3.3% |
| 30D | -5.4% | +18.4% | -23.7% | -8.1% |
| 3M | -17.9% | -4.3% | -13.7% | -17.8% |
| 6M | -24.1% | +7.9% | -32.0% | -25.9% |
| YTD | -27.4% | -17.4% | -10.0% | -26.7% |
| 1Y | -36.1% | -3.4% | -32.7% | -37.2% |
| 3Y | +35.4% | +44.4% | -9.1% | +19.1% |
| 5Y | -30.1% | -33.7% | +3.6% | -34.3% |
| 10Y | +15.8% | -48.1% | +64.0% | +34.1% |
| All | +15.8% | -49.9% | +65.8% | +34.1% |
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 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