+1,449.6%
NET vs NCLH
-71.6%
+1,521.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.0% | -6.5% | -0.5% | -5.7% |
| 30D | -4.8% | -23.3% | +18.5% | +0.3% |
| 3M | +3.8% | -18.6% | +22.4% | +7.6% |
| 6M | +50.0% | -26.2% | +76.3% | +57.3% |
| YTD | +41.5% | -30.2% | +71.7% | +48.6% |
| 1Y | +32.8% | -39.2% | +72.0% | +42.7% |
| 3Y | +335.9% | -5.1% | +340.9% | +318.2% |
| 5Y | +113.8% | -36.8% | +150.6% | +104.5% |
| All | +1,449.6% | -71.6% | +1,521.2% | +1,283.4% |
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