-36.1%
NCLH vs SOLS
+20.3%
-56.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.1% |
| 7D | -4.6% | +3.7% | -8.3% | -5.4% |
| 30D | -19.9% | +5.0% | -25.0% | -20.9% |
| 3M | -22.0% | -21.1% | -0.9% | -17.9% |
| 6M | -28.3% | -14.2% | -14.1% | -26.9% |
| YTD | -33.5% | +30.6% | -64.1% | -37.4% |
| All | -36.1% | +20.3% | -56.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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