+2,993.7%
SHOP vs NCLH
-56.9%
+3,050.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -11.2% | -4.8% | -6.4% | -9.9% |
| 30D | -14.4% | -21.7% | +7.3% | -8.0% |
| 3M | +16.6% | -22.2% | +38.8% | +25.3% |
| 6M | -0.6% | -27.5% | +27.0% | +8.5% |
| YTD | -20.0% | -33.6% | +13.6% | -11.1% |
| 1Y | -11.2% | -45.0% | +33.8% | +3.3% |
| 3Y | +99.5% | -11.0% | +110.5% | +98.2% |
| 5Y | -13.2% | -39.7% | +26.5% | -10.3% |
| All | +2,993.7% | -56.9% | +3,050.6% | +3,498.3% |
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