-22.4%
SE vs NCLH
+9.1%
-31.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +2.0% |
| 7D | -1.5% | +1.7% | -3.2% | -2.1% |
| 30D | -22.3% | +17.9% | -40.2% | -26.3% |
| 3M | -41.8% | -4.5% | -37.3% | -40.8% |
| 6M | -22.4% | +12.9% | -35.3% | -28.8% |
| All | -22.4% | +9.1% | -31.5% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling