+40.4%
NCLH vs ES
+43.3%
-2.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | +2.0% | +1.9% | +0.1% | +1.5% |
| 30D | +19.1% | +7.1% | +12.0% | +16.9% |
| 3M | -7.5% | -1.9% | -5.5% | -7.1% |
| 6M | +1.0% | +4.4% | -3.4% | -0.1% |
| YTD | -19.7% | +7.3% | -27.0% | -21.3% |
| 1Y | -1.8% | +2.1% | -3.9% | -2.8% |
| All | +40.4% | +43.3% | -2.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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