-40.2%
NCLH vs NYT
+780.7%
-820.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | -21.7% | +4.6% | -26.3% | -23.3% |
| 3M | -22.2% | -9.6% | -12.7% | -19.4% |
| 6M | -27.5% | -14.0% | -13.5% | -23.3% |
| YTD | -33.6% | -2.8% | -30.8% | -33.6% |
| 1Y | -45.0% | +15.6% | -60.6% | -49.4% |
| 3Y | -11.0% | +56.3% | -67.4% | -30.4% |
| 5Y | -39.7% | +39.5% | -79.2% | -52.1% |
| 10Y | -57.0% | +488.0% | -545.1% | -78.1% |
| All | -40.2% | +780.7% | -820.9% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling