+590.9%
JPM vs NCLH
-56.9%
+647.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.4% |
| 7D | -0.7% | -4.8% | +4.1% | +0.4% |
| 30D | -2.5% | -21.7% | +19.2% | +2.8% |
| 3M | +14.1% | -22.2% | +36.4% | +19.8% |
| 6M | +25.1% | -27.5% | +52.6% | +32.3% |
| YTD | +12.1% | -33.6% | +45.7% | +19.9% |
| 1Y | +18.8% | -45.0% | +63.8% | +31.7% |
| 3Y | +163.4% | -11.0% | +174.5% | +148.8% |
| 5Y | +156.5% | -39.7% | +196.3% | +145.2% |
| All | +590.9% | -56.9% | +647.8% | +507.5% |
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