-45.0%
NCLH vs S
+8.9%
-53.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -4.8% | -0.7% | -4.2% | -4.7% |
| 30D | -21.7% | -11.4% | -10.2% | -19.9% |
| 3M | -22.2% | +33.8% | -56.1% | -26.5% |
| 6M | -27.5% | +39.5% | -67.0% | -33.5% |
| YTD | -33.6% | +31.7% | -65.3% | -38.5% |
| 1Y | -45.0% | +7.0% | -52.0% | -46.3% |
| All | -45.0% | +8.9% | -53.9% | -46.3% |
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