-58.0%
NCLH vs XOP
+58.6%
-116.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -4.8% | +2.6% | -7.4% | -6.4% |
| 30D | -21.7% | +9.6% | -31.3% | -26.3% |
| 3M | -22.2% | +20.4% | -42.6% | -32.3% |
| 6M | -27.5% | +19.9% | -47.4% | -39.2% |
| YTD | -33.6% | +56.4% | -90.0% | -54.4% |
| 1Y | -45.0% | +52.4% | -97.4% | -61.8% |
| 3Y | -11.0% | +39.9% | -50.9% | -36.0% |
| 5Y | -39.7% | +163.7% | -203.5% | -74.6% |
| All | -58.0% | +58.6% | -116.6% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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