+31.9%
DIS vs NCLH
-53.4%
+85.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +9.2% | +20.8% | -11.6% | +4.1% |
| 3M | +13.5% | -8.1% | +21.7% | +15.2% |
| 6M | +14.3% | +11.8% | +2.5% | +9.9% |
| YTD | +5.4% | -19.5% | +24.9% | +7.6% |
| 1Y | +12.2% | -3.2% | +15.4% | +9.3% |
| 3Y | +37.2% | +37.1% | +0.1% | +16.6% |
| 5Y | -23.1% | -29.9% | +6.8% | -28.5% |
| All | +31.9% | -53.4% | +85.2% | +12.9% |
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