+1,022.8%
NBIS vs NCLH
-37.3%
+1,060.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.5% |
| 7D | -0.8% | -4.8% | +4.0% | +1.9% |
| 30D | -13.4% | -21.7% | +8.3% | -1.0% |
| 3M | +1.0% | -22.2% | +23.3% | +13.2% |
| 6M | +100.5% | -27.5% | +128.0% | +129.9% |
| YTD | +168.3% | -33.6% | +201.9% | +213.9% |
| 1Y | +151.8% | -45.0% | +196.8% | +241.0% |
| All | +1,022.8% | -37.3% | +1,060.0% | +1,176.1% |
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