-9.9%
NCLH vs EOSE
-60.2%
+50.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.5% |
| 7D | -6.5% | +14.0% | -20.5% | -8.1% |
| 30D | -22.1% | -5.9% | -16.2% | -21.9% |
| 3M | -18.7% | -34.3% | +15.6% | -16.0% |
| 6M | -28.4% | -37.8% | +9.4% | -26.9% |
| YTD | -34.7% | -65.2% | +30.5% | -30.7% |
| 1Y | -42.7% | -41.9% | -0.8% | -43.9% |
| 3Y | -10.6% | +44.6% | -55.2% | -31.9% |
| 5Y | -40.7% | -69.2% | +28.4% | -55.0% |
| All | -9.9% | -60.2% | +50.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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