+115.3%
SPOT vs NCLH
-40.4%
+155.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -3.1% | -4.8% | +1.7% | -1.8% |
| 30D | +7.4% | -21.7% | +29.1% | +14.4% |
| 3M | +8.2% | -22.2% | +30.4% | +14.7% |
| 6M | +2.2% | -27.5% | +29.7% | +9.2% |
| YTD | -9.5% | -33.6% | +24.1% | -2.1% |
| 1Y | -23.8% | -45.0% | +21.2% | -13.7% |
| 3Y | +233.5% | -11.0% | +244.5% | +196.7% |
| All | +115.3% | -40.4% | +155.7% | +97.9% |
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