+755.6%
GOOGL vs NCLH
-56.9%
+812.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | -1.4% | -21.7% | +20.3% | +2.6% |
| 3M | -5.3% | -22.2% | +16.9% | -1.6% |
| 6M | +9.8% | -27.5% | +37.3% | +15.0% |
| YTD | +8.4% | -33.6% | +42.0% | +14.3% |
| 1Y | +41.2% | -45.0% | +86.2% | +52.7% |
| 3Y | +149.6% | -11.0% | +160.6% | +140.9% |
| 5Y | +142.6% | -39.7% | +182.3% | +136.2% |
| All | +755.6% | -56.9% | +812.5% | +778.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling