-39.2%
NCLH vs S
+10.1%
-49.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -6.5% | -7.7% | +1.2% | -5.0% |
| 30D | -23.3% | -5.3% | -18.0% | -22.6% |
| 3M | -18.6% | +20.3% | -38.9% | -21.9% |
| 6M | -26.2% | +47.4% | -73.6% | -33.4% |
| YTD | -30.2% | +32.5% | -62.8% | -35.6% |
| 1Y | -39.2% | +9.5% | -48.7% | -40.0% |
| All | -39.2% | +10.1% | -49.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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