+46.5%
F vs NCLH
-38.4%
+85.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.9% |
| 7D | +1.2% | -0.3% | +1.4% | +1.3% |
| 30D | +1.2% | -20.1% | +21.3% | +8.3% |
| 3M | -5.7% | -17.0% | +11.4% | -0.9% |
| 6M | +17.9% | -23.2% | +41.2% | +26.0% |
| YTD | +10.4% | -31.0% | +41.5% | +20.5% |
| 1Y | +25.3% | -37.3% | +62.6% | +39.7% |
| 3Y | +37.5% | -5.6% | +43.0% | +23.9% |
| 5Y | +46.5% | -37.0% | +83.5% | +37.3% |
| All | +46.5% | -38.4% | +85.0% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling