-56.6%
NCLH vs P
+652.0%
-708.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | +0.1% |
| 7D | +0.2% | +11.6% | -11.4% | -3.8% |
| 30D | +20.8% | -23.7% | +44.5% | +30.8% |
| 3M | -8.1% | -8.0% | -0.2% | -8.6% |
| 6M | +11.8% | +27.9% | -16.1% | -5.5% |
| YTD | -19.5% | +61.2% | -80.7% | -39.9% |
| 1Y | -3.2% | +28.6% | -31.9% | -23.6% |
| 3Y | +37.1% | +200.5% | -163.4% | -34.9% |
| 5Y | -29.9% | +282.9% | -312.9% | -71.1% |
| All | -56.6% | +652.0% | -708.6% | -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