+300.5%
GE vs NCLH
-38.0%
+338.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | -6.5% | +4.9% | +0.2% |
| 30D | -11.6% | -23.3% | +11.7% | -5.3% |
| 3M | +3.0% | -18.6% | +21.6% | +8.1% |
| 6M | -0.5% | -26.2% | +25.7% | +6.8% |
| YTD | +9.7% | -30.2% | +40.0% | +18.4% |
| 1Y | +20.0% | -39.2% | +59.2% | +33.1% |
| 3Y | +275.8% | -5.1% | +280.9% | +248.2% |
| 5Y | +429.1% | -36.8% | +465.8% | +403.6% |
| 10Y | +151.2% | -56.3% | +207.4% | +116.0% |
| All | +300.5% | -38.0% | +338.4% | +226.3% |
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