-37.9%
NCLH vs EXEL
+1,137.6%
-1,175.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -0.3% | +1.4% | -1.6% | -0.5% |
| 30D | -20.1% | +6.7% | -26.7% | -21.0% |
| 3M | -17.0% | +11.5% | -28.5% | -18.6% |
| 6M | -23.2% | +38.8% | -62.0% | -27.4% |
| YTD | -31.0% | +31.6% | -62.6% | -34.2% |
| 1Y | -37.3% | +53.0% | -90.3% | -41.7% |
| 3Y | -5.6% | +160.8% | -166.4% | -20.2% |
| 5Y | -37.0% | +190.1% | -227.1% | -47.7% |
| 10Y | -55.3% | +367.0% | -422.2% | -64.6% |
| All | -37.9% | +1,137.6% | -1,175.5% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling