+84.1%
F vs NCLH
-56.8%
+141.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -2.9% |
| 7D | -4.9% | -4.6% | -0.3% | -3.5% |
| 30D | -2.9% | -19.9% | +17.1% | +3.6% |
| 3M | -9.1% | -22.0% | +12.9% | -2.9% |
| 6M | +12.9% | -28.3% | +41.2% | +22.8% |
| YTD | +6.1% | -33.5% | +39.5% | +16.6% |
| 1Y | +22.5% | -41.5% | +64.0% | +38.8% |
| 3Y | +32.1% | -8.9% | +41.0% | +22.9% |
| 5Y | +43.7% | -40.5% | +84.2% | +40.7% |
| 10Y | +84.1% | -57.0% | +141.1% | +58.4% |
| All | +84.1% | -56.8% | +141.0% | +58.4% |
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