-72.6%
NCLH vs P
+485.4%
-558.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -6.5% | +6.5% | -13.0% | -8.6% |
| 30D | -23.3% | +18.8% | -42.1% | -28.7% |
| 3M | -18.6% | +26.7% | -45.4% | -27.3% |
| 6M | -26.2% | +62.2% | -88.4% | -41.3% |
| YTD | -30.2% | +48.5% | -78.7% | -43.7% |
| 1Y | -39.2% | +26.4% | -65.5% | -49.8% |
| 3Y | -5.1% | +159.4% | -164.5% | -47.4% |
| 5Y | -36.8% | +275.8% | -312.6% | -70.5% |
| 10Y | -56.3% | +732.0% | -788.3% | -84.8% |
| All | -72.6% | +485.4% | -558.0% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling