-58.7%
NCLH vs ALL
+361.5%
-420.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.3% |
| 7D | -6.5% | -4.3% | -2.2% | -3.3% |
| 30D | -22.1% | -3.6% | -18.5% | -19.9% |
| 3M | -18.7% | +13.2% | -31.9% | -27.2% |
| 6M | -28.4% | +22.5% | -50.9% | -40.8% |
| YTD | -34.7% | +22.7% | -57.4% | -46.6% |
| 1Y | -42.7% | +28.3% | -71.0% | -55.1% |
| 3Y | -10.6% | +152.0% | -162.7% | -64.8% |
| 5Y | -40.7% | +115.4% | -156.2% | -74.5% |
| All | -58.7% | +361.5% | -420.2% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling