-57.0%
NCLH vs P
+694.3%
-751.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.0% |
| 7D | -4.6% | +5.0% | -9.6% | -6.4% |
| 30D | -19.9% | -0.9% | -19.0% | -20.4% |
| 3M | -22.0% | +38.7% | -60.6% | -33.1% |
| 6M | -28.3% | +54.4% | -82.7% | -42.8% |
| YTD | -33.5% | +44.8% | -78.3% | -46.7% |
| 1Y | -41.5% | +22.5% | -64.0% | -52.0% |
| 3Y | -8.9% | +148.2% | -157.1% | -51.6% |
| 5Y | -40.5% | +268.9% | -309.4% | -74.4% |
| 10Y | -57.0% | +696.9% | -753.8% | -86.3% |
| All | -57.0% | +694.3% | -751.2% | -86.3% |
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