-3.2%
NCLH vs S
+30.9%
-34.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | +20.8% | -2.7% | +23.5% | +21.1% |
| 3M | -8.1% | -6.9% | -1.3% | -7.2% |
| 6M | +11.8% | +38.1% | -26.2% | +6.1% |
| YTD | -19.5% | +48.0% | -67.5% | -25.4% |
| 1Y | -3.2% | +34.5% | -37.7% | -9.4% |
| All | -3.2% | +30.9% | -34.1% | -9.4% |
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