-11.0%
NCLH vs NYT
+56.2%
-67.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -21.7% | +4.6% | -26.3% | -23.1% |
| 3M | -22.2% | -9.6% | -12.7% | -19.7% |
| 6M | -27.5% | -14.0% | -13.5% | -23.6% |
| YTD | -33.6% | -2.8% | -30.8% | -33.6% |
| 1Y | -45.0% | +15.6% | -60.6% | -48.9% |
| 3Y | -11.0% | +56.3% | -67.4% | -31.3% |
| All | -11.0% | +56.2% | -67.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling