+425.7%
META vs NCLH
-49.9%
+475.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.6% |
| 7D | +5.7% | +2.7% | +3.0% | +5.1% |
| 30D | -10.8% | +18.4% | -29.1% | -13.9% |
| 3M | +8.4% | -4.3% | +12.7% | +8.9% |
| 6M | +5.4% | +7.9% | -2.5% | +3.1% |
| YTD | -2.6% | -17.4% | +14.8% | -0.6% |
| 1Y | +3.5% | -3.4% | +6.9% | +2.2% |
| 3Y | +102.0% | +44.4% | +57.6% | +79.1% |
| 5Y | +93.1% | -33.7% | +126.8% | +84.9% |
| 10Y | +425.7% | -48.1% | +473.8% | +445.7% |
| All | +425.7% | -49.9% | +475.6% | +445.7% |
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