+210.0%
SHEL vs NCLH
-56.9%
+266.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +4.1% | -4.8% | +8.9% | +5.0% |
| 30D | +8.4% | -21.7% | +30.1% | +13.1% |
| 3M | +13.7% | -22.2% | +36.0% | +18.0% |
| 6M | +12.7% | -27.5% | +40.2% | +17.2% |
| YTD | +35.3% | -33.6% | +68.9% | +41.6% |
| 1Y | +39.4% | -45.0% | +84.4% | +50.5% |
| 3Y | +71.5% | -11.0% | +82.5% | +57.3% |
| 5Y | +195.0% | -39.7% | +234.7% | +172.1% |
| All | +210.0% | -56.9% | +266.9% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling