-39.2%
NCLH vs XRT
+3.4%
-42.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.4% |
| 7D | -6.5% | +0.8% | -7.3% | -7.5% |
| 30D | -23.3% | -4.2% | -19.1% | -18.8% |
| 3M | -18.6% | +5.1% | -23.7% | -23.4% |
| 6M | -26.2% | +2.4% | -28.7% | -28.9% |
| YTD | -30.2% | +3.2% | -33.4% | -33.2% |
| 1Y | -39.2% | +1.5% | -40.7% | -42.5% |
| All | -39.2% | +3.4% | -42.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling