+128.3%
DIS vs NCLH
-38.0%
+166.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | -6.5% | +3.9% | -1.1% |
| 30D | +3.5% | -23.3% | +26.8% | +9.9% |
| 3M | +6.8% | -18.6% | +25.4% | +11.4% |
| 6M | +3.0% | -26.2% | +29.2% | +9.0% |
| YTD | -6.7% | -30.2% | +23.5% | -1.1% |
| 1Y | -10.1% | -39.2% | +29.1% | -2.3% |
| 3Y | +33.0% | -5.1% | +38.1% | +23.6% |
| 5Y | -40.0% | -36.8% | -3.2% | -42.5% |
| 10Y | +21.1% | -56.3% | +77.3% | +1.8% |
| All | +128.3% | -38.0% | +166.2% | +77.5% |
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 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