+32.8%
NET vs NCLH
-38.5%
+71.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.0% | -6.5% | -0.5% | -6.2% |
| 30D | -4.8% | -23.3% | +18.5% | -1.7% |
| 3M | +3.8% | -18.6% | +22.4% | +6.0% |
| 6M | +50.0% | -26.2% | +76.3% | +54.1% |
| YTD | +41.5% | -30.2% | +71.7% | +45.1% |
| 1Y | +32.8% | -39.2% | +72.0% | +40.7% |
| All | +32.8% | -38.5% | +71.3% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling