+154.8%
SO vs NCLH
-57.7%
+212.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -1.1% | -6.5% | +5.4% | -0.8% |
| 30D | -3.7% | -22.1% | +18.3% | -2.5% |
| 3M | -5.9% | -18.7% | +12.8% | -5.0% |
| 6M | -7.3% | -28.4% | +21.1% | -6.0% |
| YTD | +3.1% | -34.7% | +37.8% | +4.8% |
| 1Y | -1.0% | -42.7% | +41.7% | +1.2% |
| 3Y | +43.2% | -10.6% | +53.9% | +39.7% |
| 5Y | +59.1% | -40.7% | +99.9% | +55.8% |
| All | +154.8% | -57.7% | +212.4% | +124.4% |
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 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