-41.4%
NCLH vs INDA
+5.7%
-47.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +0.3% |
| 7D | -4.8% | -2.7% | -2.1% | -1.0% |
| 30D | -21.7% | -2.8% | -18.9% | -18.4% |
| 3M | -22.2% | +1.6% | -23.9% | -24.1% |
| 6M | -27.5% | -1.4% | -26.1% | -25.2% |
| YTD | -33.6% | -10.1% | -23.5% | -21.5% |
| 1Y | -45.0% | -8.8% | -36.2% | -36.6% |
| 3Y | -11.0% | +7.6% | -18.7% | -23.5% |
| All | -41.4% | +5.7% | -47.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling