+80.1%
SO vs NCLH
-28.6%
+108.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.8% |
| 30D | +7.8% | +22.6% | -14.8% | +7.5% |
| 3M | +2.9% | +0.6% | +2.3% | +2.8% |
| 6M | +2.5% | +13.5% | -11.0% | +2.2% |
| YTD | +10.3% | -15.7% | +25.9% | +10.3% |
| 1Y | +6.4% | 0.0% | +6.4% | +6.0% |
| 3Y | +52.8% | +42.8% | +10.0% | +49.0% |
| All | +80.1% | -28.6% | +108.8% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling