-74.7%
NKE vs NCLH
-40.4%
-34.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -4.2% | -4.8% | +0.7% | -3.0% |
| 30D | -8.2% | -21.7% | +13.5% | -2.6% |
| 3M | -19.1% | -22.2% | +3.2% | -14.4% |
| 6M | -32.6% | -27.5% | -5.1% | -28.1% |
| YTD | -40.7% | -33.6% | -7.1% | -36.0% |
| 1Y | -48.9% | -45.0% | -3.9% | -42.5% |
| 3Y | -59.2% | -11.0% | -48.2% | -61.7% |
| All | -74.7% | -40.4% | -34.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling