+276.1%
EBAY vs NCLH
-56.9%
+333.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +4.2% | -4.8% | +9.0% | +4.8% |
| 30D | +5.6% | -21.7% | +27.3% | +8.5% |
| 3M | -1.4% | -22.2% | +20.8% | +1.2% |
| 6M | +18.2% | -27.5% | +45.7% | +21.7% |
| YTD | +24.8% | -33.6% | +58.4% | +29.2% |
| 1Y | +18.0% | -45.0% | +63.0% | +24.4% |
| 3Y | +160.3% | -11.0% | +171.3% | +154.0% |
| 5Y | +62.1% | -39.7% | +101.9% | +57.8% |
| All | +276.1% | -56.9% | +333.0% | +307.1% |
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