+28.2%
BABA vs NCLH
-57.8%
+86.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | -6.5% | +1.7% | -3.7% |
| 30D | -11.9% | -23.3% | +11.4% | -8.0% |
| 3M | -9.3% | -18.6% | +9.3% | -6.6% |
| 6M | -14.2% | -26.2% | +12.0% | -10.6% |
| YTD | -22.0% | -30.2% | +8.2% | -18.5% |
| 1Y | -12.7% | -39.2% | +26.4% | -7.1% |
| 3Y | +26.7% | -5.1% | +31.7% | +18.9% |
| 5Y | -29.3% | -36.8% | +7.4% | -32.7% |
| 10Y | +21.2% | -56.3% | +77.5% | +16.5% |
| All | +28.2% | -57.8% | +86.0% | +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 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