-40.1%
NCLH vs INDA
+107.0%
-147.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -2.7% |
| 7D | -4.6% | -2.6% | -2.0% | -2.2% |
| 30D | -19.9% | -2.9% | -17.0% | -17.7% |
| 3M | -22.0% | +2.4% | -24.3% | -23.6% |
| 6M | -28.3% | -2.6% | -25.7% | -25.7% |
| YTD | -33.5% | -10.0% | -23.5% | -25.5% |
| 1Y | -41.5% | -7.7% | -33.8% | -36.1% |
| 3Y | -8.9% | +8.9% | -17.8% | -14.2% |
| 5Y | -40.5% | +6.0% | -46.4% | -40.9% |
| 10Y | -57.0% | +84.4% | -141.4% | -70.8% |
| All | -40.1% | +107.0% | -147.1% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling