+252.8%
SPOT vs NCLH
-71.6%
+324.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -3.1% | -4.8% | +1.7% | -2.2% |
| 30D | +7.4% | -21.7% | +29.1% | +12.1% |
| 3M | +8.2% | -22.2% | +30.4% | +12.6% |
| 6M | +2.2% | -27.5% | +29.7% | +7.0% |
| YTD | -9.5% | -33.6% | +24.1% | -4.4% |
| 1Y | -23.8% | -45.0% | +21.2% | -17.2% |
| 3Y | +233.5% | -11.0% | +244.5% | +217.5% |
| 5Y | +112.2% | -39.7% | +151.9% | +104.9% |
| All | +252.8% | -71.6% | +324.4% | +293.7% |
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 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