-38.9%
NCLH vs S
-51.7%
+12.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.2% | +2.0% | -1.8% | -0.4% |
| 30D | +20.8% | -2.7% | +23.5% | +21.2% |
| 3M | -8.1% | -6.9% | -1.3% | -7.7% |
| 6M | +11.8% | +38.1% | -26.2% | -2.1% |
| YTD | -19.5% | +48.0% | -67.5% | -32.3% |
| 1Y | -3.2% | +34.5% | -37.7% | -16.4% |
| 3Y | +37.1% | +38.3% | -1.2% | +12.5% |
| 5Y | -29.9% | -70.9% | +41.0% | -31.7% |
| All | -38.9% | -51.7% | +12.8% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling