+1,800.7%
GOOG vs NCLH
-42.0%
+1,842.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -2.5% | -6.5% | +4.0% | -1.4% |
| 30D | -3.6% | -22.1% | +18.5% | +0.5% |
| 3M | -6.4% | -18.7% | +12.3% | -3.4% |
| 6M | +7.8% | -28.4% | +36.2% | +13.2% |
| YTD | +5.5% | -34.7% | +40.2% | +11.7% |
| 1Y | +38.3% | -42.7% | +81.0% | +48.8% |
| 3Y | +143.1% | -10.6% | +153.7% | +133.9% |
| 5Y | +135.0% | -40.7% | +175.8% | +129.4% |
| 10Y | +778.1% | -57.8% | +835.8% | +716.0% |
| All | +1,800.7% | -42.0% | +1,842.7% | +1,612.1% |
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