+2,105.4%
FIX vs NCLH
-36.1%
+2,141.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -6.5% | +12.5% | +7.7% |
| 30D | -7.2% | -23.3% | +16.1% | -1.1% |
| 3M | -15.9% | -18.6% | +2.8% | -12.3% |
| 6M | +12.7% | -26.2% | +39.0% | +19.9% |
| YTD | +72.8% | -30.2% | +103.0% | +84.1% |
| 1Y | +122.9% | -39.2% | +162.0% | +143.9% |
| 3Y | +774.3% | -5.1% | +779.4% | +734.4% |
| All | +2,105.4% | -36.1% | +2,141.5% | +2,125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling