-27.6%
NCLH vs STZ
+353.8%
-381.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +0.2% | +2.6% | -2.3% | -1.2% |
| 30D | +20.8% | +15.2% | +5.6% | +11.1% |
| 3M | -8.1% | +7.6% | -15.8% | -12.6% |
| 6M | +11.8% | +5.3% | +6.6% | +7.1% |
| YTD | -19.5% | +8.6% | -28.2% | -25.5% |
| 1Y | -3.2% | +15.6% | -18.8% | -13.9% |
| 3Y | +37.1% | -35.2% | +72.3% | +64.9% |
| 5Y | -29.9% | -29.1% | -0.8% | -20.6% |
| 10Y | -53.3% | +12.9% | -66.2% | -56.4% |
| All | -27.6% | +353.8% | -381.4% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling