-27.6%
NCLH vs ALL
+730.8%
-758.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | +0.2% | +5.0% | -4.8% | -3.5% |
| 30D | +20.8% | +13.3% | +7.5% | +9.7% |
| 3M | -8.1% | +3.2% | -11.3% | -10.9% |
| 6M | +11.8% | +25.3% | -13.5% | -8.5% |
| YTD | -19.5% | +30.5% | -50.0% | -36.9% |
| 1Y | -3.2% | +29.2% | -32.4% | -23.5% |
| 3Y | +37.1% | +119.1% | -82.0% | -34.5% |
| 5Y | -29.9% | +162.6% | -192.5% | -73.4% |
| 10Y | -53.3% | +378.8% | -432.0% | -87.8% |
| All | -27.6% | +730.8% | -758.4% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling