-39.2%
NCLH vs EXEL
+59.2%
-98.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -6.5% | +8.4% | -14.9% | -9.2% |
| 30D | -23.3% | +4.1% | -27.4% | -24.4% |
| 3M | -18.6% | +12.4% | -31.0% | -22.3% |
| 6M | -26.2% | +41.5% | -67.8% | -36.0% |
| YTD | -30.2% | +34.6% | -64.9% | -38.5% |
| 1Y | -39.2% | +57.9% | -97.0% | -49.3% |
| All | -39.2% | +59.2% | -98.4% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling