+18.8%
JPM vs NCLH
-42.7%
+61.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.5% |
| 7D | -0.7% | -4.8% | +4.1% | 0.0% |
| 30D | -2.5% | -21.7% | +19.2% | +0.8% |
| 3M | +14.1% | -22.2% | +36.4% | +17.4% |
| 6M | +25.1% | -27.5% | +52.6% | +29.1% |
| YTD | +12.1% | -33.6% | +45.7% | +16.5% |
| 1Y | +18.8% | -45.0% | +63.8% | +18.4% |
| All | +18.8% | -42.7% | +61.5% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling