-28.3%
NCLH vs SHAK
-32.1%
+3.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -1.6% |
| 7D | -4.6% | -7.2% | +2.6% | -2.5% |
| 30D | -19.9% | -11.8% | -8.1% | -17.0% |
| 3M | -22.0% | +17.2% | -39.1% | -25.4% |
| 6M | -28.3% | -34.1% | +5.8% | -21.2% |
| All | -28.3% | -32.1% | +3.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 6mo: compounded portfolio wealth divided by compounded SHAK 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…
6mo analysis · Full analysis span regression · 6 months rolling