-41.4%
NCLH vs EQX
+83.7%
-125.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -4.8% | -3.2% | -1.6% | -4.4% |
| 30D | -21.7% | +7.8% | -29.4% | -22.5% |
| 3M | -22.2% | +21.3% | -43.6% | -24.6% |
| 6M | -27.5% | -22.4% | -5.1% | -25.8% |
| YTD | -33.6% | -11.3% | -22.3% | -33.8% |
| 1Y | -45.0% | +13.5% | -58.5% | -47.2% |
| 3Y | -11.0% | +162.1% | -173.2% | -27.7% |
| All | -41.4% | +83.7% | -125.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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