-29.9%
BABA vs NCLH
-38.4%
+8.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -12.3% | -20.1% | +7.8% | -8.2% |
| 3M | -5.3% | -17.0% | +11.7% | -2.3% |
| 6M | -13.1% | -23.2% | +10.2% | -9.3% |
| YTD | -22.4% | -31.0% | +8.6% | -17.9% |
| 1Y | -19.5% | -37.3% | +17.8% | -13.4% |
| 3Y | +32.9% | -5.6% | +38.5% | +19.0% |
| 5Y | -29.9% | -37.0% | +7.1% | -42.4% |
| All | -29.9% | -38.4% | +8.6% | -42.4% |
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 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