+444.1%
META vs NCLH
-50.9%
+494.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.3% | +6.3% | -3.0% | +2.0% |
| 30D | -10.8% | +18.9% | -29.6% | -14.0% |
| 3M | +7.9% | -0.2% | +8.1% | +7.5% |
| 6M | +5.4% | +8.4% | -3.0% | +3.0% |
| YTD | -2.6% | -17.1% | +14.5% | -0.7% |
| 1Y | +1.9% | -2.8% | +4.7% | +0.5% |
| 3Y | +97.0% | +40.4% | +56.5% | +75.4% |
| 5Y | +97.6% | -30.8% | +128.4% | +88.1% |
| All | +444.1% | -50.9% | +494.9% | +448.3% |
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