+33.1%
DIS vs NCLH
-5.3%
+38.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | -6.5% | +3.9% | -1.3% |
| 30D | +3.5% | -23.3% | +26.8% | +8.8% |
| 3M | +6.8% | -18.6% | +25.4% | +10.6% |
| 6M | +3.0% | -26.2% | +29.2% | +8.0% |
| YTD | -6.7% | -30.2% | +23.5% | -2.1% |
| 1Y | -10.1% | -39.2% | +29.1% | -3.5% |
| All | +33.1% | -5.3% | +38.4% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling