-7.6%
NCLH vs XRT
+42.7%
-50.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +1.7% |
| 7D | -0.3% | -0.3% | 0.0% | 0.0% |
| 30D | -20.1% | -5.6% | -14.4% | -13.8% |
| 3M | -17.0% | +2.5% | -19.6% | -19.5% |
| 6M | -23.2% | +3.7% | -26.9% | -26.0% |
| YTD | -31.0% | +1.0% | -32.0% | -31.3% |
| 1Y | -37.3% | -1.2% | -36.1% | -35.8% |
| All | -7.6% | +42.7% | -50.3% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling