-66.1%
NCLH vs SHAK
+34.1%
-100.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -0.4% |
| 7D | -4.6% | -7.2% | +2.6% | -1.2% |
| 30D | -19.9% | -11.8% | -8.1% | -15.0% |
| 3M | -22.0% | +17.2% | -39.1% | -28.5% |
| 6M | -28.3% | -34.1% | +5.8% | -16.3% |
| YTD | -33.5% | -22.4% | -11.1% | -28.6% |
| 1Y | -41.5% | -35.9% | -5.5% | -31.6% |
| 3Y | -8.9% | -3.4% | -5.5% | -20.7% |
| 5Y | -40.5% | -25.4% | -15.0% | -43.2% |
| 10Y | -57.0% | +83.4% | -140.4% | -70.1% |
| All | -66.1% | +34.1% | -100.1% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling