+37.1%
NCLH vs EMR
+103.4%
-66.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | +2.8% | -2.6% | -2.2% |
| 30D | +20.8% | +3.7% | +17.1% | +17.5% |
| 3M | -8.1% | +2.0% | -10.2% | -9.6% |
| 6M | +11.8% | +22.1% | -10.3% | -6.0% |
| YTD | -19.5% | +27.2% | -46.8% | -35.8% |
| 1Y | -3.2% | +32.0% | -35.3% | -25.3% |
| 3Y | +37.1% | +103.3% | -66.2% | -21.4% |
| All | +37.1% | +103.4% | -66.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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