+251.0%
SPOT vs NCLH
-71.6%
+322.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.4% |
| 7D | -6.5% | -4.6% | -1.9% | -5.7% |
| 30D | +2.2% | -19.9% | +22.1% | +6.3% |
| 3M | +5.4% | -22.0% | +27.4% | +9.5% |
| 6M | -4.0% | -28.3% | +24.3% | +0.6% |
| YTD | -9.9% | -33.5% | +23.5% | -4.9% |
| 1Y | -27.3% | -41.5% | +14.2% | -21.9% |
| 3Y | +236.4% | -8.9% | +245.3% | +218.9% |
| 5Y | +112.6% | -40.5% | +153.1% | +105.5% |
| All | +251.0% | -71.6% | +322.5% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling