-2.7%
NCLH vs S
+31.4%
-34.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.2% | -3.1% |
| 7D | +1.7% | +4.1% | -2.4% | +1.2% |
| 30D | +17.9% | -7.2% | +25.0% | +18.9% |
| 3M | -4.5% | 0.0% | -4.5% | -4.6% |
| 6M | +12.9% | +41.6% | -28.7% | +6.7% |
| YTD | -19.1% | +48.6% | -67.7% | -25.0% |
| All | -2.7% | +31.4% | -34.1% | -9.0% |
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