+158.4%
DIS vs NCLH
-26.3%
+184.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +4.4% | +6.3% | -1.9% | +2.9% |
| 30D | +10.3% | +18.9% | -8.6% | +5.7% |
| 3M | +15.5% | -0.2% | +15.8% | +15.0% |
| 6M | +11.2% | +8.4% | +2.8% | +7.8% |
| YTD | +5.6% | -17.1% | +22.7% | +7.1% |
| 1Y | +7.7% | -2.8% | +10.5% | +5.0% |
| 3Y | +39.3% | +40.4% | -1.1% | +18.2% |
| 5Y | -29.5% | -30.8% | +1.2% | -34.1% |
| 10Y | +36.3% | -51.3% | +87.5% | +11.6% |
| All | +158.4% | -26.3% | +184.7% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling