+1,101.8%
NBIS vs NCLH
-37.2%
+1,138.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.5% |
| 7D | +17.8% | -4.6% | +22.4% | +20.8% |
| 30D | +30.5% | -19.9% | +50.5% | +47.6% |
| 3M | +9.2% | -22.0% | +31.2% | +22.0% |
| 6M | +153.2% | -28.3% | +181.5% | +192.5% |
| YTD | +187.1% | -33.5% | +220.6% | +235.6% |
| 1Y | +151.1% | -41.5% | +192.6% | +220.4% |
| All | +1,101.8% | -37.2% | +1,138.9% | +1,264.2% |
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 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