+579.6%
NEE vs NCLH
-38.7%
+618.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -0.2% | -20.1% | +19.8% | +1.2% |
| 3M | +0.5% | -17.0% | +17.6% | +1.6% |
| 6M | -6.5% | -23.2% | +16.7% | -5.3% |
| YTD | +6.7% | -31.0% | +37.7% | +8.5% |
| 1Y | +23.6% | -37.3% | +60.9% | +26.2% |
| 3Y | +37.1% | -5.6% | +42.7% | +33.0% |
| 5Y | +10.9% | -37.0% | +47.9% | +7.8% |
| 10Y | +245.4% | -55.3% | +300.6% | +196.8% |
| All | +579.6% | -38.7% | +618.3% | +474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling