+0.4%
SHOP vs NCLH
-20.8%
+21.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.2% | -6.4% | -7.0% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | -11.5% | -20.1% | +8.5% | -1.7% |
| 3M | +21.1% | -17.0% | +38.1% | +31.4% |
| All | +0.4% | -20.8% | +21.2% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling