+37.9%
NCLH vs XRT
+58.0%
-20.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -1.6% |
| 7D | +1.7% | -0.4% | +2.1% | +2.2% |
| 30D | +17.9% | +7.5% | +10.4% | +7.3% |
| 3M | -4.5% | +2.3% | -6.9% | -7.3% |
| 6M | +12.9% | +12.8% | 0.0% | -3.3% |
| YTD | -19.1% | +7.1% | -26.1% | -25.3% |
| 1Y | -4.6% | +12.3% | -16.9% | -17.2% |
| All | +37.9% | +58.0% | -20.1% | -16.1% |
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