+69.4%
F vs NCLH
-50.9%
+120.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +1.0% | +6.3% | -5.3% | -0.9% |
| 30D | +2.1% | +18.9% | -16.8% | -3.3% |
| 3M | -10.3% | -0.2% | -10.0% | -10.7% |
| 6M | +3.3% | +8.4% | -5.1% | -0.6% |
| YTD | -2.0% | -17.1% | +15.1% | +0.5% |
| 1Y | -2.3% | -2.8% | +0.5% | -4.7% |
| 3Y | +49.9% | +40.4% | +9.5% | +22.6% |
| 5Y | -12.5% | -30.8% | +18.3% | -18.3% |
| All | +69.4% | -50.9% | +120.3% | +40.1% |
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