+138.3%
GOOGL vs NCLH
-42.0%
+180.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | -2.8% | -6.5% | +3.7% | -1.5% |
| 30D | -3.2% | -22.1% | +18.9% | +1.7% |
| 3M | -6.6% | -18.7% | +12.1% | -3.0% |
| 6M | +8.5% | -28.4% | +36.9% | +14.9% |
| YTD | +6.5% | -34.7% | +41.2% | +13.9% |
| 1Y | +39.4% | -42.7% | +82.1% | +52.1% |
| 3Y | +146.2% | -10.6% | +156.8% | +132.8% |
| 5Y | +138.3% | -40.7% | +179.1% | +121.6% |
| All | +138.3% | -42.0% | +180.4% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling