-37.2%
NCLH vs EXPE
+412.9%
-450.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.0% |
| 7D | -6.5% | -9.5% | +3.0% | +0.1% |
| 30D | -23.3% | -6.6% | -16.7% | -19.9% |
| 3M | -18.6% | +31.4% | -50.0% | -33.0% |
| 6M | -26.2% | +35.2% | -61.4% | -41.5% |
| YTD | -30.2% | +5.8% | -36.0% | -35.4% |
| 1Y | -39.2% | +38.7% | -77.8% | -54.3% |
| 3Y | -5.1% | +175.8% | -180.8% | -59.0% |
| 5Y | -36.8% | +111.8% | -148.6% | -67.2% |
| 10Y | -56.3% | +179.7% | -236.0% | -82.6% |
| All | -37.2% | +412.9% | -450.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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