+502.7%
NOW vs NCLH
-50.9%
+553.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -8.7% | +6.3% | -15.0% | -9.7% |
| 30D | -29.3% | +18.9% | -48.2% | -32.0% |
| 3M | -21.8% | -0.2% | -21.6% | -22.7% |
| 6M | +9.2% | +8.4% | +0.9% | +6.0% |
| YTD | -35.0% | -17.1% | -17.9% | -34.8% |
| 1Y | -42.5% | -2.8% | -39.7% | -44.1% |
| 3Y | -21.5% | +40.4% | -62.0% | -31.1% |
| 5Y | -25.8% | -30.8% | +5.0% | -30.6% |
| All | +502.7% | -50.9% | +553.6% | +459.1% |
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 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