+12.9%
NCLH vs JD
-11.2%
+24.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.1% |
| 7D | +1.7% | -4.0% | +5.7% | +1.4% |
| 30D | +17.9% | +2.7% | +15.2% | +17.5% |
| 3M | -4.5% | -13.0% | +8.5% | -6.9% |
| 6M | +12.9% | -12.7% | +25.6% | +14.0% |
| All | +12.9% | -11.2% | +24.1% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling