-1.0%
SO vs NCLH
-42.6%
+41.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | -1.1% | -6.5% | +5.4% | -1.3% |
| 30D | -3.7% | -22.1% | +18.3% | -4.2% |
| 3M | -5.9% | -18.7% | +12.8% | -6.1% |
| 6M | -7.3% | -28.4% | +21.1% | -7.7% |
| YTD | +3.1% | -34.7% | +37.8% | +2.2% |
| 1Y | -1.0% | -42.7% | +41.7% | -0.8% |
| All | -1.0% | -42.6% | +41.6% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling