-40.1%
NCLH vs XPO
+3,022.7%
-3,062.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -2.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | -19.9% | -8.1% | -11.9% | -17.1% |
| 3M | -22.0% | -19.0% | -2.9% | -15.1% |
| 6M | -28.3% | -5.2% | -23.1% | -27.1% |
| YTD | -33.5% | +35.6% | -69.0% | -42.5% |
| 1Y | -41.5% | +41.1% | -82.6% | -50.8% |
| 3Y | -8.9% | +157.9% | -166.8% | -44.4% |
| 5Y | -40.5% | +265.6% | -306.1% | -70.2% |
| 10Y | -57.0% | +1,516.8% | -1,573.8% | -86.1% |
| All | -40.1% | +3,022.7% | -3,062.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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