-42.7%
NCLH vs Z
-64.6%
+21.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | -6.5% | -11.6% | +5.0% | -2.0% |
| 30D | -22.1% | -8.5% | -13.6% | -19.6% |
| 3M | -18.7% | -7.9% | -10.8% | -16.7% |
| 6M | -28.4% | -29.1% | +0.7% | -19.1% |
| YTD | -34.7% | -54.2% | +19.5% | -16.2% |
| 1Y | -42.7% | -63.5% | +20.8% | -23.5% |
| All | -42.7% | -64.6% | +21.9% | -23.5% |
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