+16.7%
BABA vs NCLH
-56.8%
+73.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.3% |
| 7D | -2.2% | -4.6% | +2.5% | -1.4% |
| 30D | -17.3% | -19.9% | +2.6% | -14.4% |
| 3M | -7.8% | -22.0% | +14.2% | -4.5% |
| 6M | -16.8% | -28.3% | +11.5% | -13.1% |
| YTD | -24.7% | -33.5% | +8.8% | -20.9% |
| 1Y | -24.9% | -41.5% | +16.5% | -19.9% |
| 3Y | +29.1% | -8.9% | +38.0% | +22.5% |
| 5Y | -30.5% | -40.5% | +9.9% | -33.2% |
| 10Y | +16.7% | -57.0% | +73.7% | +23.7% |
| All | +16.7% | -56.8% | +73.5% | +23.7% |
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