+764.4%
FIX vs NCLH
-5.2%
+769.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -6.5% | +12.5% | +8.1% |
| 30D | -7.2% | -23.3% | +16.1% | 0.0% |
| 3M | -15.9% | -18.6% | +2.8% | -11.8% |
| 6M | +12.7% | -26.2% | +39.0% | +21.1% |
| YTD | +72.8% | -30.2% | +103.0% | +85.7% |
| 1Y | +122.9% | -39.2% | +162.0% | +148.2% |
| All | +764.4% | -5.2% | +769.6% | +716.0% |
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