-5.6%
NCLH vs IR
+8.4%
-13.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | -20.1% | -13.6% | -6.4% | -10.9% |
| 3M | -17.0% | +3.7% | -20.7% | -19.5% |
| 6M | -23.2% | -13.1% | -10.2% | -15.5% |
| YTD | -31.0% | -5.1% | -25.9% | -29.5% |
| 1Y | -37.3% | -6.5% | -30.8% | -35.5% |
| 3Y | -5.6% | +8.5% | -14.1% | -6.8% |
| All | -5.6% | +8.4% | -13.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling