-39.2%
NCLH vs Z
-58.8%
+19.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | -6.5% | -3.0% | -3.5% | -5.4% |
| 30D | -23.3% | -4.2% | -19.1% | -22.2% |
| 3M | -18.6% | -3.7% | -14.9% | -18.0% |
| 6M | -26.2% | -24.5% | -1.7% | -19.4% |
| YTD | -30.2% | -49.3% | +19.1% | -15.7% |
| 1Y | -39.2% | -58.7% | +19.5% | -25.5% |
| All | -39.2% | -58.8% | +19.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling