+244.8%
NEE vs NCLH
-56.9%
+301.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -1.3% | -4.8% | +3.5% | -1.0% |
| 30D | -3.3% | -21.7% | +18.3% | -1.8% |
| 3M | -2.3% | -22.2% | +20.0% | -0.8% |
| 6M | -8.9% | -27.5% | +18.7% | -7.3% |
| YTD | +4.8% | -33.6% | +38.4% | +6.8% |
| 1Y | +18.7% | -45.0% | +63.7% | +22.4% |
| 3Y | +33.2% | -11.0% | +44.3% | +29.7% |
| 5Y | +10.9% | -39.7% | +50.6% | +8.0% |
| All | +244.8% | -56.9% | +301.8% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling