+32.9%
DIS vs NCLH
-50.1%
+83.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | +10.3% | +22.6% | -12.3% | +4.8% |
| 3M | +15.6% | +0.6% | +14.9% | +14.8% |
| 6M | +15.1% | +13.5% | +1.6% | +10.3% |
| YTD | +6.0% | -15.7% | +21.7% | +7.1% |
| 1Y | +5.7% | 0.0% | +5.7% | +2.3% |
| 3Y | +39.8% | +42.8% | -3.0% | +17.8% |
| 5Y | -23.9% | -28.4% | +4.6% | -29.5% |
| 10Y | +32.9% | -51.0% | +84.0% | +12.5% |
| All | +32.9% | -50.1% | +83.0% | +12.5% |
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 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