-58.7%
NCLH vs XRT
+125.1%
-183.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.9% |
| 7D | -6.5% | -3.6% | -3.0% | -2.3% |
| 30D | -22.1% | -6.7% | -15.4% | -15.2% |
| 3M | -18.7% | -1.4% | -17.3% | -17.0% |
| 6M | -28.4% | +1.7% | -30.1% | -29.0% |
| YTD | -34.7% | -1.5% | -33.3% | -32.7% |
| 1Y | -42.7% | -2.5% | -40.2% | -40.3% |
| 3Y | -10.6% | +39.9% | -50.5% | -38.1% |
| 5Y | -40.7% | -2.6% | -38.1% | -35.5% |
| All | -58.7% | +125.1% | -183.7% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling