-1.0%
NCLH vs ZM
+8.0%
-9.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +15.8% | -8.4% | +24.2% | +16.7% |
| 30D | +25.1% | -1.9% | +27.0% | +25.2% |
| 3M | -7.3% | -10.1% | +2.7% | -6.5% |
| 6M | +8.1% | -13.9% | +22.0% | +8.3% |
| YTD | -16.7% | +6.4% | -23.1% | -19.8% |
| 1Y | -1.0% | +9.6% | -10.6% | -5.8% |
| All | -1.0% | +8.0% | -9.1% | -5.8% |
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