+1,997.7%
META vs NCLH
-38.0%
+2,035.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -6.5% | +13.2% | +8.1% |
| 30D | +4.8% | -23.3% | +28.1% | +10.3% |
| 3M | -1.6% | -18.6% | +17.0% | +2.3% |
| 6M | -7.5% | -26.2% | +18.8% | -2.4% |
| YTD | -6.4% | -30.2% | +23.8% | -0.9% |
| 1Y | -17.3% | -39.2% | +21.8% | -10.7% |
| 3Y | +109.9% | -5.1% | +115.0% | +101.5% |
| 5Y | +65.4% | -36.8% | +102.1% | +62.0% |
| 10Y | +391.8% | -56.3% | +448.1% | +357.3% |
| All | +1,997.7% | -38.0% | +2,035.7% | +1,836.6% |
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