-42.7%
NCLH vs STZ
-12.7%
-30.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.4% |
| 7D | -6.5% | -4.1% | -2.5% | -5.5% |
| 30D | -22.1% | -7.6% | -14.5% | -20.3% |
| 3M | -18.7% | -12.3% | -6.4% | -16.0% |
| 6M | -28.4% | -16.3% | -12.1% | -25.4% |
| YTD | -34.7% | -8.4% | -26.4% | -34.3% |
| 1Y | -42.7% | -10.8% | -31.9% | -43.0% |
| All | -42.7% | -12.7% | -30.0% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling