+22.3%
DIS vs NCLH
-56.8%
+79.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | -3.5% | -4.6% | +1.1% | -2.5% |
| 30D | +1.0% | -19.9% | +20.9% | +6.2% |
| 3M | +5.7% | -22.0% | +27.7% | +11.3% |
| 6M | +3.3% | -28.3% | +31.6% | +10.1% |
| YTD | -7.7% | -33.5% | +25.7% | -1.1% |
| 1Y | -10.0% | -41.5% | +31.5% | -1.2% |
| 3Y | +31.7% | -8.9% | +40.6% | +23.4% |
| 5Y | -42.2% | -40.5% | -1.7% | -43.9% |
| 10Y | +22.3% | -57.0% | +79.3% | +8.0% |
| All | +22.3% | -56.8% | +79.2% | +8.0% |
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