-27.7%
NCLH vs ES
+191.0%
-218.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.7% |
| 7D | +2.0% | +1.9% | +0.1% | +1.4% |
| 30D | +19.1% | +7.1% | +12.0% | +16.6% |
| 3M | -7.5% | -1.9% | -5.5% | -7.0% |
| 6M | +1.0% | +4.4% | -3.4% | -0.4% |
| YTD | -19.7% | +7.3% | -27.0% | -21.7% |
| 1Y | -1.8% | +2.1% | -3.9% | -3.2% |
| 3Y | +36.7% | +41.8% | -5.2% | +20.0% |
| 5Y | -38.0% | +1.4% | -39.5% | -40.1% |
| 10Y | -51.6% | +86.8% | -138.3% | -59.5% |
| All | -27.7% | +191.0% | -218.7% | -46.9% |
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