-41.2%
NCLH vs SU
+217.8%
-259.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -6.5% | +1.7% | -8.2% | -7.4% |
| 30D | -22.1% | +9.6% | -31.7% | -26.1% |
| 3M | -18.7% | +11.7% | -30.4% | -24.7% |
| 6M | -28.4% | +21.9% | -50.3% | -38.5% |
| YTD | -34.7% | +58.6% | -93.4% | -52.2% |
| 1Y | -42.7% | +66.5% | -109.2% | -59.3% |
| 3Y | -10.6% | +121.4% | -132.0% | -48.8% |
| 5Y | -40.7% | +355.7% | -396.5% | -80.1% |
| 10Y | -57.8% | +264.2% | -322.0% | -84.9% |
| All | -41.2% | +217.8% | -259.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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