-40.2%
NCLH vs POET
+59.0%
-99.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.4% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | -21.7% | -10.4% | -11.3% | -21.2% |
| 3M | -22.2% | -29.3% | +7.1% | -21.1% |
| 6M | -27.5% | +6.9% | -34.4% | -31.4% |
| YTD | -33.6% | +25.6% | -59.2% | -38.3% |
| 1Y | -45.0% | +49.2% | -94.1% | -50.0% |
| 3Y | -11.0% | +128.4% | -139.5% | -27.8% |
| 5Y | -39.7% | -4.2% | -35.5% | -49.5% |
| 10Y | -57.0% | +30.3% | -87.4% | -66.3% |
| All | -40.2% | +59.0% | -99.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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