-39.1%
JOBY vs NCLH
-29.5%
-9.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | -5.2% | -4.8% | -0.4% | -3.0% |
| 30D | -19.7% | -21.7% | +1.9% | -10.5% |
| 3M | -31.7% | -22.2% | -9.5% | -24.9% |
| 6M | -37.5% | -27.5% | -10.0% | -29.5% |
| YTD | -51.6% | -33.6% | -18.0% | -44.8% |
| 1Y | -53.3% | -45.0% | -8.3% | -42.0% |
| 3Y | -12.2% | -11.0% | -1.2% | -19.1% |
| 5Y | -31.3% | -39.7% | +8.4% | -30.6% |
| All | -39.1% | -29.5% | -9.6% | -38.8% |
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