+104.6%
F vs NCLH
-38.0%
+142.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | -6.5% | +11.8% | +7.4% |
| 30D | +4.6% | -23.3% | +27.9% | +12.8% |
| 3M | -3.7% | -18.6% | +14.9% | +1.5% |
| 6M | +16.8% | -26.2% | +43.1% | +25.7% |
| YTD | +15.3% | -30.2% | +45.5% | +24.8% |
| 1Y | +31.0% | -39.2% | +70.2% | +46.3% |
| 3Y | +45.4% | -5.1% | +50.5% | +34.0% |
| 5Y | +54.7% | -36.8% | +91.4% | +49.1% |
| 10Y | +98.2% | -56.3% | +154.5% | +64.3% |
| All | +104.6% | -38.0% | +142.6% | +56.5% |
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