-4.6%
NCLH vs JD
-10.8%
+6.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | +1.7% | -4.0% | +5.7% | +2.7% |
| 30D | +17.9% | +2.7% | +15.2% | +16.8% |
| 3M | -4.5% | -13.0% | +8.5% | -1.5% |
| 6M | +12.9% | -12.7% | +25.6% | +17.2% |
| YTD | -19.1% | -0.8% | -18.3% | -20.4% |
| 1Y | -4.6% | -8.9% | +4.2% | -2.9% |
| All | -4.6% | -10.8% | +6.2% | -2.9% |
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