+63.3%
PYPL vs NCLH
-67.5%
+130.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +5.7% | +20.8% | -15.1% | +1.4% |
| 3M | -1.9% | -8.1% | +6.2% | -0.7% |
| 6M | +31.8% | +11.8% | +20.0% | +27.4% |
| YTD | +2.4% | -19.5% | +22.0% | +4.7% |
| 1Y | -8.2% | -3.2% | -5.0% | -10.0% |
| 3Y | +10.2% | +37.1% | -26.9% | -2.5% |
| 5Y | -71.2% | -29.9% | -41.3% | -72.7% |
| 10Y | +49.6% | -53.3% | +102.8% | +35.0% |
| All | +63.3% | -67.5% | +130.8% | +60.5% |
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