-28.4%
NCLH vs JD
-61.0%
+32.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +22.6% | +4.2% | +18.4% | +21.2% |
| 3M | +0.6% | -12.8% | +13.4% | +3.9% |
| 6M | +13.5% | -8.8% | +22.3% | +15.2% |
| YTD | -15.7% | +0.5% | -16.2% | -16.5% |
| 1Y | 0.0% | -8.8% | +8.8% | +1.4% |
| 3Y | +42.8% | +18.6% | +24.2% | +25.1% |
| 5Y | -28.4% | -62.2% | +33.8% | -23.8% |
| All | -28.4% | -61.0% | +32.6% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling