+14,189.4%
FIX vs NCLH
-38.0%
+14,227.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -15.9% | -18.6% | +2.8% | -12.4% |
| 6M | +12.7% | -26.2% | +39.0% | +19.7% |
| YTD | +72.8% | -30.2% | +103.0% | +83.8% |
| 1Y | +122.9% | -39.2% | +162.0% | +143.0% |
| 3Y | +774.3% | -5.1% | +779.4% | +733.0% |
| 5Y | +2,049.5% | -36.8% | +2,086.2% | +1,984.2% |
| 10Y | +5,821.5% | -56.3% | +5,877.7% | +4,991.1% |
| All | +14,189.4% | -38.0% | +14,227.3% | +10,916.7% |
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