-29.5%
NCLH vs XRT
-4.1%
-25.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -1.7% |
| 7D | +1.7% | -0.4% | +2.1% | +2.2% |
| 30D | +17.9% | +7.5% | +10.4% | +7.6% |
| 3M | -4.5% | +2.3% | -6.9% | -7.2% |
| 6M | +12.9% | +12.8% | 0.0% | -2.8% |
| YTD | -19.1% | +7.1% | -26.1% | -25.0% |
| 1Y | -4.6% | +12.3% | -16.9% | -16.8% |
| 3Y | +37.0% | +57.0% | -20.0% | -20.1% |
| 5Y | -29.5% | -4.3% | -25.2% | -22.0% |
| All | -29.5% | -4.1% | -25.4% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling