+37.1%
NCLH vs EW
+62.8%
-25.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.0% |
| 7D | +0.2% | +4.9% | -4.7% | -1.6% |
| 30D | +20.8% | +23.9% | -3.2% | +11.6% |
| 3M | -8.1% | +15.8% | -23.9% | -13.1% |
| 6M | +11.8% | +31.7% | -19.8% | +0.4% |
| YTD | -19.5% | +25.7% | -45.2% | -26.6% |
| 1Y | -3.2% | +24.4% | -27.7% | -11.4% |
| 3Y | +37.1% | +65.9% | -28.8% | +3.8% |
| All | +37.1% | +62.8% | -25.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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