+718.4%
SCHW vs NCLH
-41.0%
+759.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -1.9% | -4.8% | +3.0% | -0.8% |
| 30D | -1.6% | -21.7% | +20.0% | +4.0% |
| 3M | +21.3% | -22.2% | +43.5% | +27.6% |
| 6M | +16.5% | -27.5% | +44.0% | +23.3% |
| YTD | +8.4% | -33.6% | +42.0% | +15.8% |
| 1Y | +15.6% | -45.0% | +60.6% | +28.4% |
| 3Y | +86.8% | -11.0% | +97.9% | +73.9% |
| 5Y | +60.5% | -39.7% | +100.2% | +52.6% |
| 10Y | +297.7% | -57.0% | +354.8% | +250.0% |
| All | +718.4% | -41.0% | +759.4% | +631.9% |
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