-17.0%
NCLH vs ZETA
+40.1%
-57.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-08 to 2026-09-08.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | -0.3% | -2.4% | +2.2% | +0.2% |
| 30D | -20.1% | +15.6% | -35.6% | -23.7% |
| 3M | -17.0% | +41.5% | -58.5% | -26.8% |
| All | -17.0% | +40.1% | -57.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 2026-06-08 to 2026-09-08: compounded portfolio wealth divided by compounded ZETA 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…
2026-06-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling