+294.7%
C vs NCLH
-56.8%
+351.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.8% |
| 7D | +2.6% | -4.6% | +7.2% | +4.0% |
| 30D | +1.9% | -19.9% | +21.9% | +8.6% |
| 3M | +2.8% | -22.0% | +24.8% | +9.5% |
| 6M | +30.6% | -28.3% | +58.8% | +41.4% |
| YTD | +19.9% | -33.5% | +53.3% | +31.2% |
| 1Y | +44.6% | -41.5% | +86.0% | +63.0% |
| 3Y | +272.1% | -8.9% | +281.0% | +246.8% |
| 5Y | +132.0% | -40.5% | +172.4% | +122.3% |
| 10Y | +294.7% | -57.0% | +351.6% | +240.8% |
| All | +294.7% | -56.8% | +351.5% | +240.8% |
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