+597.0%
SE vs NCLH
-72.0%
+668.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.1% | -20.1% | +20.0% | +5.7% |
| 3M | +34.1% | -17.0% | +51.2% | +40.1% |
| 6M | +23.2% | -23.2% | +46.5% | +30.5% |
| YTD | -11.2% | -31.0% | +19.9% | -4.0% |
| 1Y | -40.5% | -37.3% | -3.3% | -34.7% |
| 3Y | +196.3% | -5.6% | +201.9% | +178.7% |
| 5Y | -67.0% | -37.0% | -30.1% | -67.5% |
| All | +597.0% | -72.0% | +668.9% | +665.1% |
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 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