+73.5%
F vs NCLH
-25.0%
+98.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | +3.3% | +22.6% | -19.3% | -2.9% |
| 3M | -11.3% | +0.6% | -12.0% | -12.0% |
| 6M | +5.3% | +13.5% | -8.2% | +0.1% |
| YTD | -2.2% | -15.7% | +13.5% | -0.3% |
| 1Y | -3.5% | 0.0% | -3.5% | -6.6% |
| 3Y | +49.5% | +42.8% | +6.7% | +22.5% |
| 5Y | -13.5% | -28.4% | +14.9% | -19.7% |
| 10Y | +69.0% | -51.0% | +120.0% | +35.0% |
| All | +73.5% | -25.0% | +98.5% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling