+70.0%
SHEL vs NCLH
-12.2%
+82.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.4% |
| 7D | +3.9% | -6.5% | +10.5% | +4.0% |
| 30D | +7.0% | -22.1% | +29.0% | +7.3% |
| 3M | +12.5% | -18.7% | +31.2% | +12.5% |
| 6M | +14.8% | -28.4% | +43.2% | +15.2% |
| YTD | +34.2% | -34.7% | +68.9% | +34.9% |
| 1Y | +37.0% | -42.7% | +79.7% | +38.6% |
| All | +70.0% | -12.2% | +82.2% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling