-28.4%
NCLH vs S
-67.1%
+38.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +1.2% | +1.2% | -0.1% | +0.7% |
| 30D | +22.6% | -7.3% | +29.9% | +25.0% |
| 3M | +0.6% | +5.9% | -5.2% | -3.3% |
| 6M | +13.5% | +45.6% | -32.1% | -3.7% |
| YTD | -15.7% | +58.5% | -74.2% | -31.9% |
| 1Y | 0.0% | +37.6% | -37.6% | -15.5% |
| 3Y | +42.8% | +51.7% | -8.9% | +10.1% |
| 5Y | -28.4% | -67.5% | +39.1% | -25.7% |
| All | -28.4% | -67.1% | +38.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling