+123.9%
SBUX vs NCLH
-56.9%
+180.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -5.5% | -4.8% | -0.7% | -4.6% |
| 30D | -8.5% | -21.7% | +13.2% | -4.0% |
| 3M | -2.9% | -22.2% | +19.3% | +1.5% |
| 6M | -1.5% | -27.5% | +26.0% | +3.7% |
| YTD | +19.4% | -33.6% | +53.0% | +26.8% |
| 1Y | +22.9% | -45.0% | +67.9% | +34.9% |
| 3Y | +11.3% | -11.0% | +22.3% | +6.9% |
| 5Y | -6.9% | -39.7% | +32.9% | -9.4% |
| All | +123.9% | -56.9% | +180.8% | +98.4% |
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