+36.3%
BABA vs NCLH
+28.8%
+7.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +11.6% | +2.0% | +9.6% | +11.3% |
| 30D | +2.3% | +19.1% | -16.8% | 0.0% |
| 3M | -13.7% | -7.5% | -6.2% | -13.1% |
| 6M | -21.9% | +1.0% | -22.9% | -22.6% |
| YTD | -24.6% | -19.7% | -4.9% | -23.7% |
| 1Y | -34.1% | -1.8% | -32.3% | -35.0% |
| 3Y | +36.3% | +36.7% | -0.4% | +19.4% |
| All | +36.3% | +28.8% | +7.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling