+95.1%
META vs NCLH
+28.8%
+66.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | -15.4% | +19.1% | -34.5% | -19.3% |
| 3M | +3.5% | -7.5% | +11.0% | +5.1% |
| 6M | -0.3% | +1.0% | -1.2% | -1.2% |
| YTD | -7.3% | -19.7% | +12.4% | -4.4% |
| 1Y | -1.1% | -1.8% | +0.7% | -3.3% |
| 3Y | +95.1% | +36.7% | +58.4% | +90.2% |
| All | +95.1% | +28.8% | +66.2% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling