-66.3%
SE vs NCLH
-39.0%
-27.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.7% |
| 7D | -3.6% | -4.6% | +1.0% | -1.8% |
| 30D | -5.3% | -19.9% | +14.6% | +3.4% |
| 3M | +28.1% | -22.0% | +50.1% | +40.2% |
| 6M | +20.7% | -28.3% | +49.0% | +35.2% |
| YTD | -14.8% | -33.5% | +18.7% | -3.0% |
| 1Y | -43.6% | -41.5% | -2.1% | -33.3% |
| 3Y | +184.2% | -8.9% | +193.1% | +144.8% |
| 5Y | -66.3% | -40.5% | -25.8% | -68.1% |
| All | -66.3% | -39.0% | -27.3% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling