-40.5%
NCLH vs ALL
+115.1%
-155.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.5% |
| 7D | -4.6% | -2.2% | -2.4% | -3.7% |
| 30D | -19.9% | -5.6% | -14.4% | -18.0% |
| 3M | -22.0% | +17.2% | -39.2% | -27.8% |
| 6M | -28.3% | +23.2% | -51.5% | -35.7% |
| YTD | -33.5% | +23.6% | -57.1% | -40.7% |
| 1Y | -41.5% | +29.2% | -70.6% | -49.1% |
| 3Y | -8.9% | +153.8% | -162.7% | -46.7% |
| 5Y | -40.5% | +116.1% | -156.5% | -60.9% |
| All | -40.5% | +115.1% | -155.6% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling