-65.0%
NCLH vs EQX
+232.0%
-297.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -4.8% | -3.2% | -1.6% | -4.2% |
| 30D | -21.7% | +7.8% | -29.4% | -23.0% |
| 3M | -22.2% | +21.3% | -43.6% | -25.8% |
| 6M | -27.5% | -22.4% | -5.1% | -24.9% |
| YTD | -33.6% | -11.3% | -22.3% | -34.0% |
| 1Y | -45.0% | +13.5% | -58.5% | -48.5% |
| 3Y | -11.0% | +162.1% | -173.2% | -35.0% |
| 5Y | -39.7% | +84.2% | -123.9% | -55.3% |
| All | -65.0% | +232.0% | -297.1% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling