+16.3%
BABA vs NCLH
-49.8%
+66.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | +2.4% | +6.3% | -3.9% | +1.2% |
| 30D | -7.8% | +18.9% | -26.6% | -10.7% |
| 3M | -22.4% | -0.2% | -22.2% | -22.8% |
| 6M | -26.0% | +8.4% | -34.4% | -27.9% |
| YTD | -29.3% | -17.1% | -12.2% | -28.5% |
| 1Y | -37.5% | -2.8% | -34.7% | -38.8% |
| 3Y | +31.9% | +40.4% | -8.5% | +15.5% |
| 5Y | -33.4% | -30.8% | -2.7% | -37.8% |
| 10Y | +15.7% | -51.3% | +67.0% | +10.3% |
| All | +16.3% | -49.8% | +66.1% | +8.5% |
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