-4.6%
NCLH vs PL
+10.1%
-14.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -3.8% |
| 7D | +1.7% | +22.3% | -20.6% | 0.0% |
| 30D | +17.9% | -8.3% | +26.2% | +18.4% |
| 3M | -4.5% | -43.3% | +38.7% | -0.9% |
| 6M | +12.9% | -65.8% | +78.7% | +20.6% |
| YTD | -19.1% | -29.5% | +10.4% | -21.3% |
| 1Y | -4.6% | +11.7% | -16.4% | -16.0% |
| All | -4.6% | +10.1% | -14.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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