+989.1%
JPM vs NCLH
-38.7%
+1,027.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.1% | -20.1% | +18.9% | +3.8% |
| 3M | +14.1% | -17.0% | +31.2% | +18.1% |
| 6M | +23.3% | -23.2% | +46.5% | +28.8% |
| YTD | +11.3% | -31.0% | +42.3% | +18.0% |
| 1Y | +23.0% | -37.3% | +60.3% | +32.4% |
| 3Y | +162.6% | -5.6% | +168.1% | +144.6% |
| 5Y | +152.8% | -37.0% | +189.7% | +139.0% |
| 10Y | +583.6% | -55.3% | +638.9% | +472.1% |
| All | +989.1% | -38.7% | +1,027.8% | +790.4% |
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 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