+7.5%
SLB vs NCLH
-38.0%
+45.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | -6.5% | +7.3% | +2.6% |
| 30D | +15.8% | -23.3% | +39.1% | +23.7% |
| 3M | -0.3% | -18.6% | +18.3% | +3.9% |
| 6M | +21.3% | -26.2% | +47.6% | +28.6% |
| YTD | +52.3% | -30.2% | +82.5% | +61.5% |
| 1Y | +63.6% | -39.2% | +102.8% | +78.5% |
| 3Y | +3.8% | -5.1% | +8.8% | -6.3% |
| 5Y | +128.6% | -36.8% | +165.4% | +109.3% |
| 10Y | -3.1% | -56.3% | +53.2% | -20.5% |
| All | +7.5% | -38.0% | +45.4% | -20.0% |
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