-37.9%
NCLH vs XOP
+6.3%
-44.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -2.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | -20.1% | +16.5% | -36.6% | -26.7% |
| 3M | -17.0% | +15.7% | -32.8% | -24.7% |
| 6M | -23.2% | +19.2% | -42.4% | -33.4% |
| YTD | -31.0% | +55.0% | -86.0% | -49.1% |
| 1Y | -37.3% | +54.2% | -91.4% | -53.8% |
| 3Y | -5.6% | +35.9% | -41.5% | -26.4% |
| 5Y | -37.0% | +162.4% | -199.4% | -67.6% |
| 10Y | -55.3% | +50.2% | -105.4% | -79.0% |
| All | -37.9% | +6.3% | -44.2% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling