-72.8%
NCLH vs NIO
-40.3%
-32.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.3% |
| 7D | -6.5% | -7.3% | +0.7% | -5.2% |
| 30D | -22.1% | -22.5% | +0.4% | -18.4% |
| 3M | -18.7% | -30.9% | +12.2% | -13.3% |
| 6M | -28.4% | -37.2% | +8.8% | -22.8% |
| YTD | -34.7% | -29.8% | -4.9% | -31.4% |
| 1Y | -42.7% | -37.4% | -5.3% | -39.1% |
| 3Y | -10.6% | -64.3% | +53.7% | -2.3% |
| 5Y | -40.7% | -90.6% | +49.8% | -23.1% |
| All | -72.8% | -40.3% | -32.4% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling