+223.9%
NXPI vs NCLH
-56.9%
+280.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.0% |
| 7D | +3.9% | -4.8% | +8.7% | +5.2% |
| 30D | +1.4% | -21.7% | +23.0% | +8.1% |
| 3M | -21.5% | -22.2% | +0.7% | -16.8% |
| 6M | +19.4% | -27.5% | +46.9% | +28.0% |
| YTD | +9.9% | -33.6% | +43.6% | +19.4% |
| 1Y | +7.9% | -45.0% | +52.9% | +22.7% |
| 3Y | +22.7% | -11.0% | +33.7% | +17.8% |
| 5Y | +22.1% | -39.7% | +61.8% | +20.7% |
| All | +223.9% | -56.9% | +280.9% | +219.8% |
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