-37.2%
NCLH vs ES
+192.6%
-229.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | -23.3% | -2.0% | -21.3% | -22.9% |
| 3M | -18.6% | +1.7% | -20.3% | -19.0% |
| 6M | -26.2% | -3.5% | -22.7% | -25.5% |
| YTD | -30.2% | +7.9% | -38.1% | -32.1% |
| 1Y | -39.2% | +17.2% | -56.3% | -42.5% |
| 3Y | -5.1% | +29.3% | -34.4% | -14.5% |
| 5Y | -36.8% | -5.7% | -31.0% | -37.6% |
| 10Y | -56.3% | +85.2% | -141.5% | -63.4% |
| All | -37.2% | +192.6% | -229.8% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling