+171.3%
SHEL vs NCLH
-38.7%
+209.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +8.7% | -20.1% | +28.7% | +12.9% |
| 3M | +11.0% | -17.0% | +28.0% | +13.6% |
| 6M | +14.6% | -23.2% | +37.8% | +17.8% |
| YTD | +33.3% | -31.0% | +64.3% | +38.4% |
| 1Y | +37.9% | -37.3% | +75.1% | +44.8% |
| 3Y | +69.7% | -5.6% | +75.3% | +54.6% |
| 5Y | +190.2% | -37.0% | +227.1% | +166.3% |
| 10Y | +197.0% | -55.3% | +252.3% | +129.9% |
| All | +171.3% | -38.7% | +209.9% | +106.9% |
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