-27.6%
NCLH vs XRT
+237.1%
-264.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | +0.2% | +1.7% | -1.5% | -1.8% |
| 30D | +20.8% | +7.5% | +13.3% | +11.2% |
| 3M | -8.1% | +2.2% | -10.3% | -10.3% |
| 6M | +11.8% | +14.7% | -2.8% | -4.1% |
| YTD | -19.5% | +7.5% | -27.0% | -25.1% |
| 1Y | -3.2% | +14.1% | -17.4% | -15.9% |
| 3Y | +37.1% | +58.8% | -21.7% | -16.2% |
| 5Y | -29.9% | -3.9% | -26.0% | -22.4% |
| 10Y | -53.3% | +137.7% | -190.9% | -83.0% |
| All | -27.6% | +237.1% | -264.6% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling