-38.6%
NCLH vs S
-51.5%
+13.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.2% | -2.1% |
| 7D | +1.7% | +4.1% | -2.4% | +0.4% |
| 30D | +17.9% | -7.2% | +25.0% | +20.0% |
| 3M | -4.5% | 0.0% | -4.5% | -6.3% |
| 6M | +12.9% | +41.6% | -28.7% | -2.0% |
| YTD | -19.1% | +48.6% | -67.7% | -32.0% |
| 1Y | -4.6% | +30.0% | -34.7% | -16.7% |
| 3Y | +37.0% | +42.2% | -5.1% | +11.4% |
| 5Y | -29.5% | -70.8% | +41.3% | -31.4% |
| All | -38.6% | -51.5% | +13.0% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling