+287.4%
NEM vs NCLH
-40.8%
+328.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.4% |
| 7D | +3.1% | -4.6% | +7.7% | +3.2% |
| 30D | +10.0% | -19.9% | +29.9% | +10.9% |
| 3M | +30.9% | -22.0% | +52.9% | +31.9% |
| 6M | +10.5% | -28.3% | +38.8% | +11.6% |
| YTD | +29.7% | -33.5% | +63.2% | +31.1% |
| 1Y | +71.1% | -41.5% | +112.6% | +73.5% |
| 3Y | +252.1% | -8.9% | +261.0% | +250.0% |
| 5Y | +157.7% | -40.5% | +198.2% | +156.0% |
| 10Y | +319.4% | -57.0% | +376.3% | +289.0% |
| All | +287.4% | -40.8% | +328.2% | +249.7% |
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