-10.9%
NCLH vs EMR
+60.1%
-70.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.5% |
| 7D | -4.6% | +0.9% | -5.5% | -5.3% |
| 30D | -19.9% | -5.0% | -15.0% | -16.6% |
| 3M | -22.0% | +5.9% | -27.9% | -26.0% |
| 6M | -28.3% | +7.3% | -35.6% | -32.8% |
| YTD | -33.5% | +14.6% | -48.0% | -41.7% |
| 1Y | -41.5% | +15.6% | -57.1% | -49.3% |
| All | -10.9% | +60.1% | -70.9% | -36.6% |
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