-41.5%
NCLH vs JD
-15.3%
-26.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -2.9% |
| 7D | -4.6% | -3.0% | -1.6% | -3.9% |
| 30D | -19.9% | -19.3% | -0.6% | -15.5% |
| 3M | -22.0% | -6.0% | -15.9% | -21.2% |
| 6M | -28.3% | +1.8% | -30.1% | -30.4% |
| YTD | -33.5% | -2.6% | -30.9% | -34.3% |
| 1Y | -41.5% | -17.4% | -24.0% | -40.2% |
| All | -41.5% | -15.3% | -26.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling