-5.9%
NCLH vs PL
-5.1%
-0.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | +0.1% |
| 7D | +2.0% | -6.8% | +8.8% | +2.4% |
| 30D | +19.1% | -29.3% | +48.4% | +22.2% |
| 3M | -7.5% | -44.8% | +37.3% | -3.5% |
| 6M | +1.0% | -68.4% | +69.3% | +8.7% |
| YTD | -19.7% | -36.4% | +16.6% | -21.2% |
| All | -5.9% | -5.1% | -0.7% | -15.2% |
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