-45.0%
NCLH vs NYT
+17.8%
-62.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -21.7% | +4.6% | -26.3% | -22.8% |
| 3M | -22.2% | -9.6% | -12.7% | -20.1% |
| 6M | -27.5% | -14.0% | -13.5% | -24.0% |
| YTD | -33.6% | -2.8% | -30.8% | -32.8% |
| 1Y | -45.0% | +15.6% | -60.6% | -44.8% |
| All | -45.0% | +17.8% | -62.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling