-14.7%
SHOP vs NCLH
-42.0%
+27.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.8% |
| 7D | -13.2% | -6.5% | -6.7% | -10.2% |
| 30D | -17.0% | -22.1% | +5.0% | -6.0% |
| 3M | +17.0% | -18.7% | +35.7% | +28.9% |
| 6M | -2.1% | -28.4% | +26.3% | +13.5% |
| YTD | -21.4% | -34.7% | +13.4% | -6.0% |
| 1Y | -11.0% | -42.7% | +31.7% | +11.9% |
| 3Y | +100.9% | -10.6% | +111.5% | +82.9% |
| 5Y | -14.7% | -40.7% | +26.1% | -19.5% |
| All | -14.7% | -42.0% | +27.3% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling