+494.2%
FIX vs NCLH
+37.2%
+457.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +9.4% | +0.2% | +9.2% | +9.5% |
| 30D | -27.8% | +20.8% | -48.6% | -32.1% |
| 3M | -35.6% | -8.1% | -27.4% | -34.4% |
| 6M | -45.2% | +11.8% | -57.1% | -48.3% |
| YTD | +19.5% | -19.5% | +39.0% | +22.5% |
| 1Y | +24.2% | -3.2% | +27.5% | +19.0% |
| 3Y | +494.2% | +37.1% | +457.1% | +420.4% |
| All | +494.2% | +37.2% | +457.0% | +420.4% |
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