-37.9%
NCLH vs XYL
+373.1%
-411.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -3.6% |
| 7D | -0.3% | +1.8% | -2.1% | -1.9% |
| 30D | -20.1% | -9.2% | -10.8% | -13.4% |
| 3M | -17.0% | -0.3% | -16.8% | -16.9% |
| 6M | -23.2% | -11.0% | -12.3% | -15.5% |
| YTD | -31.0% | -19.2% | -11.8% | -18.1% |
| 1Y | -37.3% | -21.2% | -16.1% | -24.0% |
| 3Y | -5.6% | +18.6% | -24.2% | -19.0% |
| 5Y | -37.0% | -14.3% | -22.7% | -30.2% |
| 10Y | -55.3% | +141.0% | -196.3% | -72.9% |
| All | -37.9% | +373.1% | -411.0% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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