-4.9%
SLB vs NCLH
-28.0%
+23.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.9% |
| 7D | +2.6% | +1.7% | +0.9% | +2.1% |
| 30D | +4.4% | +17.9% | -13.5% | -0.5% |
| 3M | -2.7% | -4.5% | +1.8% | -2.4% |
| 6M | -7.5% | +12.9% | -20.4% | -12.4% |
| YTD | +34.8% | -19.1% | +53.9% | +36.6% |
| 1Y | +44.6% | -4.6% | +49.2% | +39.7% |
| 3Y | +3.2% | +37.0% | -33.8% | -15.8% |
| 5Y | +73.6% | -29.5% | +103.1% | +54.2% |
| 10Y | -14.3% | -53.0% | +38.7% | -32.0% |
| All | -4.9% | -28.0% | +23.2% | -32.4% |
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