-70.9%
NCLH vs NIO
-36.7%
-34.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.2% |
| 7D | -6.5% | -13.0% | +6.6% | -4.1% |
| 30D | -23.3% | -18.3% | -5.0% | -20.5% |
| 3M | -18.6% | -33.2% | +14.6% | -12.7% |
| 6M | -26.2% | -21.5% | -4.8% | -24.0% |
| YTD | -30.2% | -25.5% | -4.8% | -27.5% |
| 1Y | -39.2% | -38.0% | -1.1% | -35.3% |
| 3Y | -5.1% | -65.5% | +60.4% | +4.5% |
| 5Y | -36.8% | -90.6% | +53.8% | -18.1% |
| All | -70.9% | -36.7% | -34.2% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling