-5.6%
NCLH vs JD
-6.1%
+0.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -20.1% | -16.0% | -4.0% | -17.7% |
| 3M | -17.0% | -3.2% | -13.9% | -16.8% |
| 6M | -23.2% | +6.1% | -29.3% | -24.4% |
| YTD | -31.0% | -0.1% | -30.9% | -31.4% |
| 1Y | -37.3% | -12.7% | -24.5% | -36.3% |
| 3Y | -5.6% | -6.3% | +0.7% | -15.6% |
| All | -5.6% | -6.1% | +0.6% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling