+34.7%
EWZ vs NCLH
-39.6%
+74.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.0% |
| 7D | -0.1% | -4.6% | +4.6% | +0.4% |
| 30D | +8.2% | -19.9% | +28.1% | +10.7% |
| 3M | +13.3% | -22.0% | +35.3% | +15.6% |
| 6M | +3.6% | -28.3% | +31.9% | +5.7% |
| YTD | +21.0% | -33.5% | +54.4% | +23.7% |
| 1Y | +34.7% | -41.5% | +76.1% | +38.6% |
| All | +34.7% | -39.6% | +74.3% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling