-11.0%
NCLH vs NLY
+64.2%
-75.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | -4.8% | -4.0% | -0.8% | -1.3% |
| 30D | -21.7% | -5.2% | -16.4% | -17.8% |
| 3M | -22.2% | +2.8% | -25.1% | -24.2% |
| 6M | -27.5% | +4.2% | -31.7% | -29.6% |
| YTD | -33.6% | +4.7% | -38.3% | -36.1% |
| 1Y | -45.0% | +12.7% | -57.7% | -50.3% |
| 3Y | -11.0% | +62.5% | -73.6% | -41.2% |
| All | -11.0% | +64.2% | -75.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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