-1.0%
NCLH vs P
+19.7%
-20.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.0% | +11.8% | +6.9% |
| 7D | +15.8% | -19.4% | +35.2% | +16.5% |
| 30D | +25.1% | -22.3% | +47.4% | +26.0% |
| 3M | -7.3% | +33.2% | -40.5% | -7.7% |
| 6M | +8.1% | +53.6% | -45.5% | +7.0% |
| YTD | -16.7% | +66.8% | -83.5% | -18.8% |
| 1Y | -1.0% | +17.5% | -18.5% | -4.8% |
| All | -1.0% | +19.7% | -20.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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