+43.5%
F vs NCLH
+28.8%
+14.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +1.6% | +2.0% | -0.4% | +1.0% |
| 30D | +2.6% | +19.1% | -16.4% | -2.2% |
| 3M | -8.8% | -7.5% | -1.3% | -7.4% |
| 6M | +4.6% | +1.0% | +3.7% | +3.1% |
| YTD | -1.9% | -19.7% | +17.8% | +1.2% |
| 1Y | -0.8% | -1.8% | +1.0% | -3.2% |
| 3Y | +43.5% | +36.7% | +6.8% | +13.9% |
| All | +43.5% | +28.8% | +14.6% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling