-39.2%
NCLH vs ZM
+21.7%
-60.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.5% |
| 7D | -6.5% | +2.9% | -9.4% | -6.8% |
| 30D | -23.3% | +0.7% | -24.0% | -23.4% |
| 3M | -18.6% | -3.7% | -14.9% | -18.9% |
| 6M | -26.2% | +29.9% | -56.1% | -30.1% |
| YTD | -30.2% | +17.4% | -47.7% | -34.3% |
| 1Y | -39.2% | +22.4% | -61.5% | -42.4% |
| All | -39.2% | +21.7% | -60.9% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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