+74.1%
F vs NCLH
-28.6%
+102.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +1.6% | +2.0% | -0.4% | +0.9% |
| 30D | +2.6% | +19.1% | -16.4% | -2.7% |
| 3M | -8.8% | -7.5% | -1.3% | -7.3% |
| 6M | +4.6% | +1.0% | +3.7% | +2.9% |
| YTD | -1.9% | -19.7% | +17.8% | +1.5% |
| 1Y | -0.8% | -1.8% | +1.0% | -3.4% |
| 3Y | +43.5% | +36.7% | +6.8% | +19.0% |
| 5Y | -12.1% | -38.0% | +26.0% | -15.0% |
| 10Y | +83.6% | -51.6% | +135.2% | +47.2% |
| All | +74.1% | -28.6% | +102.7% | +27.3% |
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 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