+37.5%
F vs NCLH
-6.4%
+43.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.9% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | +1.2% | -20.1% | +21.3% | +7.0% |
| 3M | -5.7% | -17.0% | +11.4% | -1.7% |
| 6M | +17.9% | -23.2% | +41.2% | +24.6% |
| YTD | +10.4% | -31.0% | +41.5% | +18.7% |
| 1Y | +25.3% | -37.3% | +62.6% | +37.1% |
| 3Y | +37.5% | -5.6% | +43.0% | +24.3% |
| All | +37.5% | -6.4% | +43.8% | +24.3% |
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