-51.3%
NCLH vs P
+691.2%
-742.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | +6.3% | -13.3% | +19.6% | +11.1% |
| 30D | +18.9% | -34.0% | +52.9% | +35.6% |
| 3M | -0.2% | +4.1% | -4.3% | -5.4% |
| 6M | +8.4% | +30.5% | -22.1% | -9.7% |
| YTD | -17.1% | +52.2% | -69.3% | -36.7% |
| 1Y | -2.8% | +10.3% | -13.1% | -18.3% |
| 3Y | +40.4% | +180.9% | -140.4% | -31.7% |
| 5Y | -30.8% | +259.7% | -290.5% | -70.8% |
| 10Y | -51.3% | +652.6% | -703.9% | -84.6% |
| All | -51.3% | +691.2% | -742.4% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling