-73.7%
NCLH vs FOXA
+90.1%
-163.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -3.6% |
| 7D | -6.5% | -3.7% | -2.8% | -3.7% |
| 30D | -22.1% | +5.4% | -27.4% | -25.7% |
| 3M | -18.7% | -3.7% | -15.0% | -19.7% |
| 6M | -28.4% | +12.6% | -41.0% | -39.5% |
| YTD | -34.7% | -10.0% | -24.8% | -33.2% |
| 1Y | -42.7% | +15.0% | -57.7% | -53.9% |
| 3Y | -10.6% | +115.1% | -125.7% | -61.8% |
| 5Y | -40.7% | +93.0% | -133.8% | -72.2% |
| All | -73.7% | +90.1% | -163.8% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded FOXA 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling