-40.5%
NCLH vs S
-71.9%
+31.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -19.9% | -12.6% | -7.4% | -16.8% |
| 3M | -22.0% | +27.6% | -49.5% | -28.9% |
| 6M | -28.3% | +35.5% | -63.8% | -37.1% |
| YTD | -33.5% | +29.6% | -63.1% | -41.2% |
| 1Y | -41.5% | +8.1% | -49.6% | -45.2% |
| 3Y | -8.9% | +14.8% | -23.7% | -20.5% |
| 5Y | -40.5% | -70.6% | +30.1% | -37.9% |
| All | -40.5% | -71.9% | +31.4% | -37.9% |
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