+98.1%
NU vs NCLH
-10.7%
+108.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.1% |
| 7D | -4.9% | -4.8% | -0.1% | -3.7% |
| 30D | +7.8% | -21.7% | +29.5% | +14.3% |
| 3M | +20.9% | -22.2% | +43.2% | +27.6% |
| 6M | +0.9% | -27.5% | +28.4% | +7.6% |
| YTD | -12.7% | -33.6% | +20.9% | -6.0% |
| 1Y | -6.4% | -45.0% | +38.6% | +5.1% |
| 3Y | +98.1% | -11.0% | +109.1% | +91.9% |
| All | +98.1% | -10.7% | +108.8% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling