-12.5%
NCLH vs ZM
+33.4%
-45.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | -6.5% | -2.7% | -3.8% | -5.6% |
| 30D | -22.1% | -10.0% | -12.1% | -19.1% |
| 3M | -18.7% | +1.6% | -20.3% | -19.9% |
| 6M | -28.4% | +25.0% | -53.4% | -37.7% |
| YTD | -34.7% | +10.6% | -45.3% | -41.3% |
| 1Y | -42.7% | +14.0% | -56.7% | -49.5% |
| All | -12.5% | +33.4% | -45.9% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling