-24.1%
NCLH vs ES
+193.9%
-218.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +22.6% | +6.7% | +15.9% | +20.2% |
| 3M | +0.6% | +0.3% | +0.3% | +0.4% |
| 6M | +13.5% | +7.4% | +6.1% | +11.0% |
| YTD | -15.7% | +8.4% | -24.1% | -18.0% |
| 1Y | 0.0% | +0.6% | -0.6% | -1.0% |
| 3Y | +42.8% | +50.6% | -7.8% | +23.1% |
| 5Y | -28.4% | +4.8% | -33.3% | -31.5% |
| 10Y | -51.0% | +93.1% | -144.1% | -59.3% |
| All | -24.1% | +193.9% | -218.0% | -44.4% |
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