+67.2%
F vs NCLH
-53.1%
+120.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.2% | -1.7% |
| 7D | -3.9% | +1.7% | -5.6% | -4.4% |
| 30D | -0.5% | +17.9% | -18.3% | -5.5% |
| 3M | -12.9% | -4.5% | -8.4% | -12.2% |
| 6M | +1.5% | +12.9% | -11.3% | -3.4% |
| YTD | -5.0% | -19.1% | +14.1% | -1.9% |
| 1Y | -7.3% | -4.6% | -2.7% | -9.1% |
| 3Y | +45.3% | +37.0% | +8.2% | +19.6% |
| 5Y | -15.8% | -29.5% | +13.8% | -21.7% |
| All | +67.2% | -53.1% | +120.3% | +34.7% |
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