-41.5%
NCLH vs P
+22.0%
-63.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -3.3% |
| 7D | -4.6% | +5.0% | -9.6% | -4.8% |
| 30D | -19.9% | -0.9% | -19.0% | -19.8% |
| 3M | -22.0% | +38.7% | -60.6% | -23.0% |
| 6M | -28.3% | +54.4% | -82.7% | -30.5% |
| YTD | -33.5% | +44.8% | -78.3% | -35.8% |
| 1Y | -41.5% | +22.5% | -64.0% | -42.8% |
| All | -41.5% | +22.0% | -63.5% | -42.8% |
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