+45.2%
NU vs NCLH
-29.7%
+74.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -0.7% |
| 7D | -2.6% | -4.6% | +2.0% | -0.7% |
| 30D | +8.2% | -19.9% | +28.2% | +18.2% |
| 3M | +26.3% | -22.0% | +48.2% | +37.6% |
| 6M | +2.2% | -28.3% | +30.5% | +14.3% |
| YTD | -10.4% | -33.5% | +23.1% | +0.9% |
| 1Y | -3.0% | -41.5% | +38.5% | +13.9% |
| 3Y | +120.3% | -8.9% | +129.2% | +84.6% |
| All | +45.2% | -29.7% | +74.9% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling