-10.9%
NCLH vs XOP
+35.8%
-46.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -4.6% | +1.0% | -5.6% | -4.8% |
| 30D | -19.9% | +10.8% | -30.8% | -21.7% |
| 3M | -22.0% | +19.5% | -41.4% | -25.6% |
| 6M | -28.3% | +21.6% | -49.9% | -34.3% |
| YTD | -33.5% | +55.8% | -89.3% | -47.5% |
| 1Y | -41.5% | +54.6% | -96.1% | -54.0% |
| All | -10.9% | +35.8% | -46.6% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling