+86.4%
META vs NCLH
-30.1%
+116.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +5.2% | +0.2% | +4.9% | +5.1% |
| 30D | -13.0% | +20.8% | -33.8% | -18.0% |
| 3M | +7.9% | -8.1% | +16.1% | +9.9% |
| 6M | +4.2% | +11.8% | -7.6% | -0.2% |
| YTD | -2.5% | -19.5% | +17.0% | +0.9% |
| 1Y | +5.6% | -3.2% | +8.8% | +3.0% |
| 3Y | +96.8% | +37.1% | +59.7% | +60.1% |
| All | +86.4% | -30.1% | +116.5% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling