+363.5%
SE vs NCLH
-67.3%
+430.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -20.9% | +20.8% | -41.7% | -24.9% |
| 3M | -38.9% | -8.1% | -30.8% | -37.8% |
| 6M | -19.4% | +11.8% | -31.2% | -22.5% |
| YTD | -40.9% | -19.5% | -21.4% | -38.9% |
| 1Y | -46.2% | -3.2% | -43.0% | -47.2% |
| 3Y | +63.7% | +37.1% | +26.6% | +39.8% |
| 5Y | -77.9% | -29.9% | -48.0% | -79.0% |
| All | +363.5% | -67.3% | +430.7% | +386.7% |
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