-47.1%
NCLH vs S
-56.8%
+9.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -6.5% | -7.7% | +1.2% | -4.2% |
| 30D | -23.3% | -5.3% | -18.0% | -22.5% |
| 3M | -18.6% | +20.3% | -38.9% | -24.1% |
| 6M | -26.2% | +47.4% | -73.6% | -36.7% |
| YTD | -30.2% | +32.5% | -62.8% | -38.4% |
| 1Y | -39.2% | +9.5% | -48.7% | -43.1% |
| 3Y | -5.1% | +15.5% | -20.6% | -16.5% |
| 5Y | -36.8% | -71.2% | +34.4% | -35.6% |
| All | -47.1% | -56.8% | +9.7% | -46.7% |
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 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