+86.8%
SCHW vs NCLH
-10.7%
+97.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -1.9% | -4.8% | +3.0% | -1.2% |
| 30D | -1.6% | -21.7% | +20.0% | +1.9% |
| 3M | +21.3% | -22.2% | +43.5% | +25.2% |
| 6M | +16.5% | -27.5% | +44.0% | +21.1% |
| YTD | +8.4% | -33.6% | +42.0% | +13.5% |
| 1Y | +15.6% | -45.0% | +60.6% | +24.8% |
| 3Y | +86.8% | -11.0% | +97.9% | +76.3% |
| All | +86.8% | -10.7% | +97.5% | +76.3% |
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