-56.6%
NCLH vs STZ
+13.4%
-69.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.1% |
| 7D | +0.2% | +2.6% | -2.3% | -1.6% |
| 30D | +20.8% | +15.2% | +5.6% | +8.3% |
| 3M | -8.1% | +7.6% | -15.8% | -14.0% |
| 6M | +11.8% | +5.3% | +6.6% | +5.5% |
| YTD | -19.5% | +8.6% | -28.2% | -27.8% |
| 1Y | -3.2% | +15.6% | -18.8% | -17.7% |
| 3Y | +37.1% | -35.2% | +72.3% | +73.5% |
| 5Y | -29.9% | -29.1% | -0.8% | -20.1% |
| All | -56.6% | +13.4% | -69.9% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling