+294.8%
GE vs NCLH
-28.4%
+323.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +2.7% | +0.2% | +2.4% | +2.6% |
| 30D | +8.1% | +20.8% | -12.7% | +2.6% |
| 3M | -7.9% | -8.1% | +0.3% | -6.1% |
| 6M | +12.9% | +11.8% | +1.1% | +8.6% |
| YTD | +8.2% | -19.5% | +27.7% | +12.1% |
| 1Y | +9.7% | -3.2% | +12.9% | +8.0% |
| 3Y | +266.1% | +37.1% | +229.0% | +208.0% |
| 5Y | +407.4% | -29.9% | +437.3% | +370.1% |
| 10Y | +150.3% | -53.3% | +203.6% | +110.2% |
| All | +294.8% | -28.4% | +323.2% | +208.9% |
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