+57.9%
SO vs NCLH
-39.0%
+96.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.7% |
| 7D | 0.0% | -4.6% | +4.7% | +0.1% |
| 30D | -2.5% | -19.9% | +17.5% | -2.2% |
| 3M | -4.2% | -22.0% | +17.8% | -3.9% |
| 6M | -7.7% | -28.3% | +20.6% | -7.3% |
| YTD | +3.8% | -33.5% | +37.3% | +4.2% |
| 1Y | +0.1% | -41.5% | +41.5% | +0.6% |
| 3Y | +44.2% | -8.9% | +53.1% | +42.2% |
| 5Y | +57.9% | -40.5% | +98.3% | +55.8% |
| All | +57.9% | -39.0% | +96.9% | +55.8% |
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 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