-58.0%
NCLH vs EXEL
+375.2%
-433.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.3% |
| 7D | -4.8% | -4.9% | +0.1% | -3.5% |
| 30D | -21.7% | +11.4% | -33.1% | -24.1% |
| 3M | -22.2% | +4.9% | -27.1% | -23.5% |
| 6M | -27.5% | +34.4% | -61.9% | -33.5% |
| YTD | -33.6% | +28.0% | -61.6% | -38.2% |
| 1Y | -45.0% | +43.6% | -88.6% | -50.6% |
| 3Y | -11.0% | +155.2% | -166.3% | -33.5% |
| 5Y | -39.7% | +181.2% | -220.9% | -56.4% |
| All | -58.0% | +375.2% | -433.1% | -69.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling